/* ** Lesson 3.3a: Multiple Regression ** Beta Coefficients */ use gpe2; @ using GPE package (version 2) @ output file = gpe\output3.3 reset; load data[17,7] = gpe\longley.txt; data = data[2:17,.]; PGNP = data[.,2]; GNP = data[.,3]/1000; POPU = data[.,6]/1000; EM = data[.,7]/1000; RGNP = 100*GNP./PGNP; @ standardization of data series used in the regression @ Z = EM~RGNP~POPU; Zstar = (Z-meanc(Z)')./stdc(Z)'; EM = Zstar[.,1]; RGNP = Zstar[.,2]; POPU = Zstar[.,3]; call reset; @ initialize global variables @ _vcov = 1; @ print var-covar matrix @ _rstat = 1; @ report residual statistics @ _rlist = 1; @ list residuals @ _rplot = 2; @ plot data and residuals @ _names = {"EM","RGNP","POPU"}; _const = 0; @ no intercept for standardized equation @ call estimate(EM,RGNP~POPU); end;