open data4-10

set echo off
set messages off

# do the test manually, using the SSR values
ols ENROLL 0 CATHOL PUPIL INCOME
scalar SSRu = $ess
scalar dfu = $df
ols ENROLL 0 CATHOL --quiet
scalar SSRr = $ess
scalar F1 = ((SSRr - SSRu)/2)/(SSRu/dfu)
scalar pv1 = pvalue(F, 2, dfu, F1)
printf "*** manual SSR method: F = %g, pvalue = %g\n", F1, pv1

# do the test manually, Wald method
ols ENROLL 0 CATHOL PUPIL INCOME --quiet
matrix R = zeros(2,4)
R[1,3] = 1
R[2,4] = 1
matrix q = zeros(2,1)
matrix b = $coeff
matrix Vb = $vcv
print R
scalar F2 = (R*b-q)'*inv(R*Vb*R')*(R*b-q) / 2
pv2 = pvalue(F, 2, dfu, F2)
printf "*** manual Wald method: F = %g, pvalue = %g\n", F2, pv2

# try gretl's built-in "omit" method
ols ENROLL 0 CATHOL PUPIL INCOME --quiet
omit PUPIL INCOME

# try gretl's built-in "restrict" method
ols ENROLL 0 CATHOL PUPIL INCOME --quiet
restrict 
  b3 = 0
  b4 = 0
end restrict