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log: /Users/baum/Desktop/327regress.smcl
log type: smcl
opened on: 17 Jan 2008, 09:43:23
. use http://fmwww.bc.edu/cfb/boyan/UDCL_IRRC_3,clear
. regress data13 data1 data6 data128
Source | SS df MS Number of obs = 22571
-------------+------------------------------ F( 3, 22567) =36596.20
Model | 1.4867e+11 3 4.9556e+10 Prob > F = 0.0000
Residual | 3.0558e+10 22567 1354116.81 R-squared = 0.8295
-------------+------------------------------ Adj R-squared = 0.8295
Total | 1.7922e+11 22570 7940847.62 Root MSE = 1163.7
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data13 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
data1 | .025044 .002108 11.88 0.000 .0209122 .0291758
data6 | .0402924 .0003305 121.93 0.000 .0396447 .0409401
data128 | 1.022948 .0083884 121.95 0.000 1.006506 1.03939
_cons | 133.3911 8.041872 16.59 0.000 117.6284 149.1537
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. estat vce
Covariance matrix of coefficients of regress model
e(V) | data1 data6 data128 _cons
-------------+------------------------------------------------
data1 | 4.444e-06
data6 | -5.761e-07 1.092e-07
data128 | 5.056e-06 -1.239e-06 .00007037
_cons | -.00027526 -.00007911 -.01367697 64.671705
. log close
log: /Users/baum/Desktop/327regress.smcl
log type: smcl
closed on: 17 Jan 2008, 09:44:31
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