|_*
 |_* Comparison of ordinary and heteroskedasticity-consistent standard errors
 |_*
 |_READ (DATA3-10) PROFITS SALES
 UNIT 88 IS NOW ASSIGNED TO: DATA3-10

 ...SAMPLE RANGE IS NOW SET TO:         1        27
 |_* OLS Standard Errors S1 and t-values T1

 |_OLS PROFITS SALES /NOANOVA STDERR=S1 TRATIO=T1

 REQUIRED MEMORY IS PAR=       2 CURRENT PAR=     500
  OLS ESTIMATION
        27 OBSERVATIONS     DEPENDENT VARIABLE= PROFITS
 ...NOTE..SAMPLE RANGE SET TO:      1,     27

  R-SQUARE =   0.4074     R-SQUARE ADJUSTED =   0.3837
 VARIANCE OF THE ESTIMATE-SIGMA**2 =  0.13874E+06
 STANDARD ERROR OF THE ESTIMATE-SIGMA =   372.48
 SUM OF SQUARED ERRORS-SSE=  0.34685E+07
 MEAN OF DEPENDENT VARIABLE =   472.85
 LOG OF THE LIKELIHOOD FUNCTION = -197.117


 VARIABLE   ESTIMATED  STANDARD   T-RATIO        PARTIAL STANDARDIZED ELASTICITY
   NAME    COEFFICIENT   ERROR      25 DF   P-VALUE CORR. COEFFICIENT  AT MEANS
 SALES      18.434      4.446       4.146     0.000 0.638     0.6383     0.8233
 CONSTANT   83.575      118.1      0.7075     0.486 0.140     0.0000     0.1767
 |_* White heteroskedasticiy-consistent standard errors S2 and t-ratios T2

 |_OLS PROFITS SALES /NOANOVA STDERR=S2 TRATIO=T2 HETCOV

 REQUIRED MEMORY IS PAR=       2 CURRENT PAR=     500
  OLS ESTIMATION
        27 OBSERVATIONS     DEPENDENT VARIABLE= PROFITS
 ...NOTE..SAMPLE RANGE SET TO:      1,     27

 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX

  R-SQUARE =   0.4074     R-SQUARE ADJUSTED =   0.3837
 VARIANCE OF THE ESTIMATE-SIGMA**2 =  0.13874E+06
 STANDARD ERROR OF THE ESTIMATE-SIGMA =   372.48
 SUM OF SQUARED ERRORS-SSE=  0.34685E+07
 MEAN OF DEPENDENT VARIABLE =   472.85
 LOG OF THE LIKELIHOOD FUNCTION = -197.117


 VARIABLE   ESTIMATED  STANDARD   T-RATIO        PARTIAL STANDARDIZED ELASTICITY
   NAME    COEFFICIENT   ERROR      25 DF   P-VALUE CORR. COEFFICIENT  AT MEANS
 SALES      18.434      5.317       3.467     0.002 0.570     0.6383     0.8233
 CONSTANT   83.575      77.57       1.077     0.292 0.211     0.0000     0.1767
 |_* Jackknife estimator
 |_DIAG /JACKKNIFE

 REQUIRED MEMORY IS PAR=       4 CURRENT PAR=     500
 DEPENDENT VARIABLE = PROFITS         27 OBSERVATIONS
 REGRESSION COEFFICIENTS
    18.4337564214       83.5752937937

 JACKKNIFE COEFFICIENTS

 COEFFICIENT   AVERAGE     ST.ERR
    SALES      17.429       6.5463
    CONSTANT   98.569       94.225
 |_* Compare OLS and White estimates
 |_SAMPLE 1 2
 |_PRINT S1 S2 T1 T2
       S1             S2             T1             T2
    4.446325       5.317224       4.145841       3.466801
    118.1309       77.57473      0.7074802       1.077352
 |_STOP
 TYPE COMMAND