load dat[37,11]=a:\tbl6_1.txt; vnames=dat[1,.]; dat=dat[2:36,.]; g=dat[.,2]; lg=ln(g); pg=dat[.,3]; lpg=ln(Pg); y=dat[.,4]; ly=ln(y); pnc=dat[.,5]; lPnc=ln(pnc); puc=dat[.,6]; lpuc=ln(puc); ppt=dat[.,7]; lPpt=ln(ppt); pd=dat[.,8]; lpd=ln(pd); pn=dat[.,9]; lPn=ln(pn); ps=dat[.,10]; lps=ln(ps); popl=dat[.,11]; lpop=ln(popl); const=ones(rows(dat),1); y=lg; x=const~lpg~ly~lpnc~lpuc~lppt~lpd~lpn~lps; T=rows(X); K=cols(X); b=invpd(x'*x)*x'*y; /* Sigma squared */ sig2=(y-x*b)'*(y-x*b)/(T-K); print sig2; /* Estimated Covariance Matrix */ cov=sig2*invpd(x'*x); "The variance covariance matrix" cov; /* Standard Errors */ se=sqrt(diag(cov)); /* Tvalues */ tvals=b./se; pvals=2*(cdftc(abs(tvals),t-k)); print "Ordinary Least Squares"; " Estimates std errors t values p-values " ; b~se~tvals~pvals;