? P&R Exercise 4.5

options crt;
options limwarn=0;
freq m;
smpl 67:1 95:8;
read(file='\tsp\prhb\datadisk\ex45.xls',format=excel) rtdr ivrdr fycp leh pucd;
sd=rtdr;
di=ivrdr;
is=ivrdr/rtdr;
i=fycp;
e=leh;
p=pucd;

msd c di(-6) is(-1) i(-1) e(-1) p(-1);

olsq sd c di(-6) is(-1) i(-1) e(-1) p(-1);
set b2std=@coef(2)*@stddev(2)/@sdev;
set b3std=@coef(3)*@stddev(3)/@sdev;
set b4std=@coef(4)*@stddev(4)/@sdev;
set b5std=@coef(5)*@stddev(5)/@sdev;
set b6std=@coef(6)*@stddev(6)/@sdev;
print b2std b3std b4std b5std b6std;
set b2el=@coef(2)*@mean(2)/@ymean;
set b3el=@coef(3)*@mean(3)/@ymean;
set b4el=@coef(4)*@mean(4)/@ymean;
set b5el=@coef(5)*@mean(5)/@ymean;
set b6el=@coef(6)*@mean(6)/@ymean;
print b2el b3el b4el b5el b6el;

?    Compare the previous 12 commands with these 3: 

MAT BSTD=@COEF % @STDDEV/@SDEV;
MAT BEL=@COEF % @MEAN/@YMEAN;
PRINT BSTD BEL;

? Partial Regression Coefficients.

olsq(silent) sd c is(-1) i(-1) e(-1) p(-1);
y=@res;
olsq(silent) di(-6) c is(-1) i(-1) e(-1) p(-1);
x=@res;
msd(corr,noprint) y x;
print @corr;

olsq(silent) sd c di(-6) i(-1) e(-1) p(-1);
y=@res;
olsq(silent) is(-1) c di(-6) i(-1) e(-1) p(-1);
x=@res;
msd(corr,noprint) y x;
print @corr;

olsq(silent) sd c di(-6) is(-1)  e(-1) p(-1);
y=@res;
olsq(silent) i(-1) c di(-6) is(-1) e(-1) p(-1);
x=@res;
msd(corr,noprint) y x;
print @corr;

olsq(silent) sd c di(-6) is(-1) i(-1)  p(-1);
y=@res;
olsq(silent) e(-1) c di(-6) is(-1) i(-1) p(-1);
x=@res;
msd(corr,noprint) y x;
print @corr;

olsq(silent) sd c di(-6) is(-1) i(-1) e(-1);
y=@res;
olsq(silent) p(-1) c di(-6) is(-1) i(-1) e(-1);
x=@res;
msd(corr,noprint) y x;
print @corr;