/*
** Lesson 9.1: Heteroscedasticity  
** Consistent Variance-Covariance Matrix
*/
use gpe2;
output file = gpe\output9.1 reset;
load greene[52,3]= gpe\greene.txt;
data = greene[2:52,.];
     
data = miss(data,"NA"); @ NA to missing value @
data = packr(data);     @ deletes row w/missing value @
spending = data[.,2];
income = data[.,3]/10000;

/* Ordinary Least Squares */
call reset;
_names = {"spending","income","income^2"};
_vcov = 1;
call estimate(spending,income~income^2);

/* Ordinary Least Squares */
_hacv = 1; @ with hetero. consistent var-cov @
call estimate(spending,income~income^2);
end;