set echo off
set messages off

# Part 1
open wages1.gdt
series lwage = log(wage)
series exper2 = exper^2
# estimate the unrestricted model
ols lwage const male school exper exper2
SSRu = $ess
dfu = $df
matrix b = $coeff
# estimate the restricted model
ols lwage const male school
SSRr = $ess
dfr = $df
# compute the F-test
dfn = dfr - dfu
Fval = ((SSRr-SSRu)/dfn)/(SSRu/dfu)
print Fval
pval = pvalue(F, dfn, dfu, Fval)
print pval
# find the exper value that maximizes lwage
emax = -b[4]/(2*b[5])
print emax

# Part 2
open data4-2
series W = 100*WAGES/PRDEFL
series P = Yt - W
# estimate the unrestricted model
ols Ct const W P
SSRu = $ess
dfu = $df
# estimate the restricted model
ols Ct const Yt
SSRr = $ess
dfr = $df
# compute the F-test
dfn = dfr - dfu
Fval = ((SSRr-SSRu)/dfn)/(SSRu/dfu)
print Fval
pval = pvalue(F, dfn, dfu, Fval)
print pval