*Class 10/7/2011
. sysuse auto
(1978 Automobile Data)
. regress price mpg weight length foreign
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 4, 69) = 21.01
Model | 348708940 4 87177235 Prob > F = 0.0000
Residual | 286356456 69 4150093.57 R-squared = 0.5491
-------------+------------------------------ Adj R-squared = 0.5230
Total | 635065396 73 8699525.97 Root MSE = 2037.2
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -13.40719 72.10761 -0.19 0.853 -157.2579 130.4436
weight | 5.716181 1.016095 5.63 0.000 3.689127 7.743235
length | -92.48018 33.5912 -2.75 0.008 -159.4928 -25.46758
foreign | 3550.194 655.4564 5.42 0.000 2242.594 4857.793
_cons | 5515.58 5241.941 1.05 0.296 -4941.807 15972.97
------------------------------------------------------------------------------
. regress price foreign
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 1, 72) = 0.17
Model | 1507382.66 1 1507382.66 Prob > F = 0.6802
Residual | 633558013 72 8799416.85 R-squared = 0.0024
-------------+------------------------------ Adj R-squared = -0.0115
Total | 635065396 73 8699525.97 Root MSE = 2966.4
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
foreign | 312.2587 754.4488 0.41 0.680 -1191.708 1816.225
_cons | 6072.423 411.363 14.76 0.000 5252.386 6892.46
------------------------------------------------------------------------------
.
.
. regress price mpg weight length foreign
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 4, 69) = 21.01
Model | 348708940 4 87177235 Prob > F = 0.0000
Residual | 286356456 69 4150093.57 R-squared = 0.5491
-------------+------------------------------ Adj R-squared = 0.5230
Total | 635065396 73 8699525.97 Root MSE = 2037.2
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -13.40719 72.10761 -0.19 0.853 -157.2579 130.4436
weight | 5.716181 1.016095 5.63 0.000 3.689127 7.743235
length | -92.48018 33.5912 -2.75 0.008 -159.4928 -25.46758
foreign | 3550.194 655.4564 5.42 0.000 2242.594 4857.793
_cons | 5515.58 5241.941 1.05 0.296 -4941.807 15972.97
------------------------------------------------------------------------------
. testparm mpg=0 weight=0 length=0
=exp not allowed
r(101);
. test mpg=0 weight=0 length=0
invalid 'weight'
r(198);
. test mpg=0 weight=0 length=0
invalid 'weight'
r(198);
. test mpg=0
( 1) mpg = 0
F( 1, 69) = 0.03
Prob > F = 0.8530
. test weight=0, accum
( 1) mpg = 0
( 2) weight = 0
F( 2, 69) = 17.88
Prob > F = 0.0000
. test length=0, accum
( 1) mpg = 0
( 2) weight = 0
( 3) length = 0
F( 3, 69) = 27.89
Prob > F = 0.0000
. help test
. test mpg weight length
( 1) mpg = 0
( 2) weight = 0
( 3) length = 0
F( 3, 69) = 27.89
Prob > F = 0.0000
. regress price mpg weight length foreign
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 4, 69) = 21.01
Model | 348708940 4 87177235 Prob > F = 0.0000
Residual | 286356456 69 4150093.57 R-squared = 0.5491
-------------+------------------------------ Adj R-squared = 0.5230
Total | 635065396 73 8699525.97 Root MSE = 2037.2
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -13.40719 72.10761 -0.19 0.853 -157.2579 130.4436
weight | 5.716181 1.016095 5.63 0.000 3.689127 7.743235
length | -92.48018 33.5912 -2.75 0.008 -159.4928 -25.46758
foreign | 3550.194 655.4564 5.42 0.000 2242.594 4857.793
_cons | 5515.58 5241.941 1.05 0.296 -4941.807 15972.97
------------------------------------------------------------------------------
. gen x=mpg + length
. regress price weight x foreign
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 3, 70) = 27.57
Model | 343962903 3 114654301 Prob > F = 0.0000
Residual | 291102493 70 4158607.05 R-squared = 0.5416
-------------+------------------------------ Adj R-squared = 0.5220
Total | 635065396 73 8699525.97 Root MSE = 2039.3
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
weight | 4.990597 .7571384 6.59 0.000 3.480532 6.500662
x | -82.38323 32.27 -2.55 0.013 -146.7437 -18.02273
foreign | 3443.444 648.4746 5.31 0.000 2150.102 4736.785
_cons | 7309.644 4971.321 1.47 0.146 -2605.344 17224.63
------------------------------------------------------------------------------
. regress price mpg weight length foreign
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 4, 69) = 21.01
Model | 348708940 4 87177235 Prob > F = 0.0000
Residual | 286356456 69 4150093.57 R-squared = 0.5491
-------------+------------------------------ Adj R-squared = 0.5230
Total | 635065396 73 8699525.97 Root MSE = 2037.2
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -13.40719 72.10761 -0.19 0.853 -157.2579 130.4436
weight | 5.716181 1.016095 5.63 0.000 3.689127 7.743235
length | -92.48018 33.5912 -2.75 0.008 -159.4928 -25.46758
foreign | 3550.194 655.4564 5.42 0.000 2242.594 4857.793
_cons | 5515.58 5241.941 1.05 0.296 -4941.807 15972.97
------------------------------------------------------------------------------
. testparm mpg = length
=exp not allowed
r(101);
. test mpg = length
( 1) mpg - length = 0
F( 1, 69) = 1.14
Prob > F = 0.2886
. test mpg + length + weight = 10
( 1) mpg + weight + length = 10
F( 1, 69) = 1.69
Prob > F = 0.1979
. clear all
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = rnormal()
.
. gen y = 13 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 54.57
Model | 76.6687251 1 76.6687251 Prob > F = 0.0001
Residual | 11.2391137 8 1.40488922 R-squared = 0.8721
-------------+------------------------------ Adj R-squared = 0.8562
Total | 87.9078388 9 9.76753765 Root MSE = 1.1853
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .9640113 .1304951 7.39 0.000 .6630892 1.264933
_cons | 12.57386 .3804552 33.05 0.000 11.69653 13.45119
------------------------------------------------------------------------------
.
end of do-file
. l
+---------------------------+
| x u y |
|---------------------------|
1. | -4 -.4408787 8.559121 |
2. | -3 .9444048 10.9444 |
3. | -2 1.112015 12.11201 |
4. | -1 -1.636805 10.3632 |
5. | 0 -2.022099 10.9779 |
|---------------------------|
6. | 1 -1.056625 12.94337 |
7. | 2 -.3617832 14.63822 |
8. | 3 -1.638646 14.36135 |
9. | 4 .1321672 17.13217 |
10. | 5 .5269327 18.52693 |
+---------------------------+
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = rnormal()
.
. gen y = 13 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 153.21
Model | 89.278253 1 89.278253 Prob > F = 0.0000
Residual | 4.66183805 8 .582729757 R-squared = 0.9504
-------------+------------------------------ Adj R-squared = 0.9442
Total | 93.9400911 9 10.4377879 Root MSE = .76337
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.04027 .084044 12.38 0.000 .8464637 1.234075
_cons | 12.6796 .2450282 51.75 0.000 12.11456 13.24463
------------------------------------------------------------------------------
.
end of do-file
. l
+---------------------------+
| x u y |
|---------------------------|
1. | -4 .4131801 9.41318 |
2. | -3 -.2172103 9.782789 |
3. | -2 -1.940526 9.059474 |
4. | -1 .1595429 12.15954 |
5. | 0 -.4351972 12.5648 |
|---------------------------|
6. | 1 -.4824004 13.5176 |
7. | 2 -.6852596 14.31474 |
8. | 3 .3119282 16.31193 |
9. | 4 -.6512468 16.34875 |
10. | 5 .5245214 18.52452 |
+---------------------------+
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 2*rnormal()
.
. gen y = 13 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 6.12
Model | 57.454403 1 57.454403 Prob > F = 0.0385
Residual | 75.124869 8 9.39060862 R-squared = 0.4334
-------------+------------------------------ Adj R-squared = 0.3625
Total | 132.579272 9 14.7310302 Root MSE = 3.0644
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .834516 .3373804 2.47 0.038 .0565153 1.612517
_cons | 12.81116 .9836245 13.02 0.000 10.54291 15.0794
------------------------------------------------------------------------------
.
end of do-file
. l
+---------------------------+
| x u y |
|---------------------------|
1. | -4 1.889196 10.8892 |
2. | -3 2.905338 12.90534 |
3. | -2 -1.560753 9.439247 |
4. | -1 1.74258 13.74258 |
5. | 0 -5.770178 7.229822 |
|---------------------------|
6. | 1 -3.310988 10.68901 |
7. | 2 -.3816336 14.61837 |
8. | 3 .8416764 16.84168 |
9. | 4 3.211821 20.21182 |
10. | 5 -2.282907 15.71709 |
+---------------------------+
. sum u
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
u | 10 -.2715849 2.932275 -5.770178 3.211821
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 2*rnormal()
.
. gen y = 13 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 17.10
Model | 107.077818 1 107.077818 Prob > F = 0.0033
Residual | 50.0827225 8 6.26034031 R-squared = 0.6813
-------------+------------------------------ Adj R-squared = 0.6415
Total | 157.160541 9 17.4622823 Root MSE = 2.5021
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.13926 .2754685 4.14 0.003 .5040282 1.774491
_cons | 13.31803 .8031219 16.58 0.000 11.46603 15.17003
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 2*rnormal()
.
. gen y = 13 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 23.50
Model | 96.7017654 1 96.7017654 Prob > F = 0.0013
Residual | 32.9152951 8 4.11441189 R-squared = 0.7461
-------------+------------------------------ Adj R-squared = 0.7143
Total | 129.61706 9 14.4018956 Root MSE = 2.0284
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.082655 .2233196 4.85 0.001 .5676794 1.597631
_cons | 12.31683 .651083 18.92 0.000 10.81543 13.81823
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 2*rnormal()
.
. gen y = 13 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 23.50
Model | 96.7017654 1 96.7017654 Prob > F = 0.0013
Residual | 32.9152951 8 4.11441189 R-squared = 0.7461
-------------+------------------------------ Adj R-squared = 0.7143
Total | 129.61706 9 14.4018956 Root MSE = 2.0284
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.082655 .2233196 4.85 0.001 .5676794 1.597631
_cons | 12.31683 .651083 18.92 0.000 10.81543 13.81823
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 2*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 23.50
Model | 96.7017588 1 96.7017588 Prob > F = 0.0013
Residual | 32.9152966 8 4.11441208 R-squared = 0.7461
-------------+------------------------------ Adj R-squared = 0.7143
Total | 129.617055 9 14.401895 Root MSE = 2.0284
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.082655 .2233196 4.85 0.001 .5676793 1.597631
_cons | .3168316 .651083 0.49 0.640 -1.184569 1.818232
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 4*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 9.21
Model | 86.985876 1 86.985876 Prob > F = 0.0162
Residual | 75.5966165 8 9.44957706 R-squared = 0.5350
-------------+------------------------------ Adj R-squared = 0.4769
Total | 162.582493 9 18.0647214 Root MSE = 3.074
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.026827 .3384381 3.03 0.016 .2463877 1.807267
_cons | 2.89625 .9867081 2.94 0.019 .6208968 5.171603
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 10*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 0.79
Model | 147.954858 1 147.954858 Prob > F = 0.4002
Residual | 1499.17104 8 187.39638 R-squared = 0.0898
-------------+------------------------------ Adj R-squared = -0.0239
Total | 1647.1259 9 183.013988 Root MSE = 13.689
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | -1.339176 1.50714 -0.89 0.400 -4.814647 2.136295
_cons | 4.82151 4.394031 1.10 0.304 -5.311143 14.95416
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 8*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 0.81
Model | 70.4872591 1 70.4872591 Prob > F = 0.3933
Residual | 692.66558 8 86.5831974 R-squared = 0.0924
-------------+------------------------------ Adj R-squared = -0.0211
Total | 763.152839 9 84.7947599 Root MSE = 9.305
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .9243327 1.024448 0.90 0.393 -1.438048 3.286714
_cons | -.649502 2.986753 -0.22 0.833 -7.536967 6.237963
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 6*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 5.95
Model | 116.484353 1 116.484353 Prob > F = 0.0406
Residual | 156.669295 8 19.5836619 R-squared = 0.4264
-------------+------------------------------ Adj R-squared = 0.3547
Total | 273.153648 9 30.3504054 Root MSE = 4.4253
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.188247 .4872142 2.44 0.041 .0647292 2.311765
_cons | 2.580169 1.420461 1.82 0.107 -.695421 5.855759
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 0.87
Model | 41.9120937 1 41.9120937 Prob > F = 0.3789
Residual | 386.497566 8 48.3121958 R-squared = 0.0978
-------------+------------------------------ Adj R-squared = -0.0149
Total | 428.40966 9 47.6010733 Root MSE = 6.9507
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .712759 .7652466 0.93 0.379 -1.051903 2.477421
_cons | 2.885526 2.231058 1.29 0.232 -2.259304 8.030355
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 3.15
Model | 139.153144 1 139.153144 Prob > F = 0.1139
Residual | 353.565661 8 44.1957076 R-squared = 0.2824
-------------+------------------------------ Adj R-squared = 0.1927
Total | 492.718805 9 54.7465338 Root MSE = 6.648
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.298732 .7319191 1.77 0.114 -.3890764 2.98654
_cons | .3043066 2.133892 0.14 0.890 -4.616458 5.225071
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 0.17
Model | 20.4067413 1 20.4067413 Prob > F = 0.6880
Residual | 941.257844 8 117.657231 R-squared = 0.0212
-------------+------------------------------ Adj R-squared = -0.1011
Total | 961.664586 9 106.851621 Root MSE = 10.847
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | -.4973474 1.194214 -0.42 0.688 -3.251211 2.256516
_cons | .4303908 3.481704 0.12 0.905 -7.598432 8.459214
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 0.51
Model | 66.6436542 1 66.6436542 Prob > F = 0.4955
Residual | 1045.5088 8 130.6886 R-squared = 0.0599
-------------+------------------------------ Adj R-squared = -0.0576
Total | 1112.15246 9 123.572495 Root MSE = 11.432
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .898778 1.258612 0.71 0.495 -2.003587 3.801143
_cons | 1.394959 3.669453 0.38 0.714 -7.066815 9.856733
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 3.11
Model | 143.407101 1 143.407101 Prob > F = 0.1157
Residual | 368.598698 8 46.0748372 R-squared = 0.2801
-------------+------------------------------ Adj R-squared = 0.1901
Total | 512.005799 9 56.8895332 Root MSE = 6.7878
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.318434 .7473171 1.76 0.116 -.4048825 3.04175
_cons | 2.706078 2.178785 1.24 0.249 -2.318209 7.730366
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 2.25
Model | 132.168254 1 132.168254 Prob > F = 0.1724
Residual | 470.954897 8 58.8693622 R-squared = 0.2191
-------------+------------------------------ Adj R-squared = 0.1215
Total | 603.123151 9 67.0136835 Root MSE = 7.6726
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.265717 .8447296 1.50 0.172 -.6822329 3.213667
_cons | -2.030329 2.462789 -0.82 0.434 -7.70953 3.648872
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 47.40
Model | 448.724827 1 448.724827 Prob > F = 0.0001
Residual | 75.7391763 8 9.46739704 R-squared = 0.8556
-------------+------------------------------ Adj R-squared = 0.8375
Total | 524.464003 9 58.2737781 Root MSE = 3.0769
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 2.332185 .338757 6.88 0.000 1.55101 3.113361
_cons | 2.07579 .987638 2.10 0.069 -.2017077 4.353287
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
.
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 1.42
Model | 39.7839516 1 39.7839516 Prob > F = 0.2682
Residual | 224.743003 8 28.0928754 R-squared = 0.1504
-------------+------------------------------ Adj R-squared = 0.0442
Total | 264.526955 9 29.3918839 Root MSE = 5.3003
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .6944276 .5835407 1.19 0.268 -.6512196 2.040075
_cons | 1.131362 1.701299 0.66 0.525 -2.79184 5.054564
------------------------------------------------------------------------------
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 15.27
Model | 453.616177 1 453.616177 Prob > F = 0.0045
Residual | 237.692273 8 29.7115342 R-squared = 0.6562
-------------+------------------------------ Adj R-squared = 0.6132
Total | 691.308451 9 76.8120501 Root MSE = 5.4508
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 2.344862 .6001165 3.91 0.004 .9609909 3.728733
_cons | 2.365843 1.749625 1.35 0.213 -1.6688 6.400486
------------------------------------------------------------------------------
. test x = 1
( 1) x = 1
F( 1, 8) = 5.02
Prob > F = 0.0553
.
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 5.74
Model | 99.9924721 1 99.9924721 Prob > F = 0.0435
Residual | 139.384517 8 17.4230646 R-squared = 0.4177
-------------+------------------------------ Adj R-squared = 0.3449
Total | 239.376989 9 26.5974432 Root MSE = 4.1741
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.100922 .4595527 2.40 0.043 .041192 2.160653
_cons | .7777693 1.339815 0.58 0.578 -2.311849 3.867388
------------------------------------------------------------------------------
. test x = 1
( 1) x = 1
F( 1, 8) = 0.05
Prob > F = 0.8317
.
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 0.09
Model | 3.49474224 1 3.49474224 Prob > F = 0.7739
Residual | 316.589232 8 39.573654 R-squared = 0.0109
-------------+------------------------------ Adj R-squared = -0.1127
Total | 320.083975 9 35.5648861 Root MSE = 6.2908
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .2058167 .6925898 0.30 0.774 -1.391298 1.802932
_cons | 4.210882 2.019229 2.09 0.071 -.445468 8.867233
------------------------------------------------------------------------------
. test x = 1
( 1) x = 1
F( 1, 8) = 1.31
Prob > F = 0.2846
.
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10
obs was 0, now 10
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
. regress y x
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 0.34
Model | 14.7237939 1 14.7237939 Prob > F = 0.5778
Residual | 350.000794 8 43.7500993 R-squared = 0.0404
-------------+------------------------------ Adj R-squared = -0.0796
Total | 364.724588 9 40.5249543 Root MSE = 6.6144
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .4224574 .7282199 0.58 0.578 -1.256821 2.101735
_cons | 2.700083 2.123108 1.27 0.239 -2.195812 7.595978
------------------------------------------------------------------------------
. test x = 1
( 1) x = 1
F( 1, 8) = 0.63
Prob > F = 0.4506
.
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10000
obs was 0, now 10000
.
. gen x = _n - _N/2
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
. regress y x
Source | SS df MS Number of obs = 10000
-------------+------------------------------ F( 1, 9998) = .
Model | 8.3335e+10 1 8.3335e+10 Prob > F = 0.0000
Residual | 482616.999 9998 48.2713542 R-squared = 1.0000
-------------+------------------------------ Adj R-squared = 1.0000
Total | 8.3336e+10 9999 8334426.92 Root MSE = 6.9478
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.000013 .0000241 4.2e+04 0.000 .9999655 1.00006
_cons | 1.12393 .0694776 16.18 0.000 .98774 1.26012
------------------------------------------------------------------------------
. test x = 1
( 1) x = 1
F( 1, 9998) = 0.28
Prob > F = 0.5972
.
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10000
obs was 0, now 10000
.
. gen x = (_n - _N/2)/1000
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
. regress y x
Source | SS df MS Number of obs = 10000
-------------+------------------------------ F( 1, 9998) = 1701.29
Model | 82590.2737 1 82590.2737 Prob > F = 0.0000
Residual | 485359.915 9998 48.5457006 R-squared = 0.1454
-------------+------------------------------ Adj R-squared = 0.1453
Total | 567950.188 9999 56.8006989 Root MSE = 6.9675
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .9955317 .024136 41.25 0.000 .9482202 1.042843
_cons | 1.032252 .0696747 14.82 0.000 .8956755 1.168829
------------------------------------------------------------------------------
. test x = 1
( 1) x = 1
F( 1, 9998) = 0.03
Prob > F = 0.8531
.
.
end of do-file
. do "C:\DOCUME~1\labuser\LOCALS~1\Temp\STD04000000.tmp"
. clear all
. * set seed 123456
.
. set obs 10000
obs was 0, now 10000
.
. gen x = (_n - _N/2)/1000
.
. gen u = 7*rnormal()
.
. gen y = 1 + 1* x + u
. regress y x
Source | SS df MS Number of obs = 10000
-------------+------------------------------ F( 1, 9998) = 1628.90
Model | 80970.0689 1 80970.0689 Prob > F = 0.0000
Residual | 496985.193 9998 49.708461 R-squared = 0.1401
-------------+------------------------------ Adj R-squared = 0.1400
Total | 577955.262 9999 57.8013063 Root MSE = 7.0504
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .9857184 .0244234 40.36 0.000 .9378437 1.033593
_cons | .9531072 .0705042 13.52 0.000 .8149047 1.09131
------------------------------------------------------------------------------
. test x = 1
( 1) x = 1
F( 1, 9998) = 0.34
Prob > F = 0.5587
.
.
end of do-file
---------------------------------------------------------------------------------------
clear all
set seed 123456
set obs 10000
gen x = (_n - _N/2)/1000
gen u = 7*rnormal()
gen y = 1 + 1* x + u
regress y x
test x = 1
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