/usr/share/gretl/scripts/ps5-5.inp is in gretl-common 2017d-3build1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 | # PS5.5, for the second application in Section 5.4
open data4-6
corr urb famsize unemp highschl college medinc
# Model A -- most general specification
ols povrate const urb famsize unemp highschl college medinc
# Model B -- omit unemp with the highest p-value
omit unemp
# Model C after omitting urb
omit urb
# Model D -- exclude medinc
omit medinc
# Relate medinc to its determinants and confirm multicollinearity
ols medinc 0 famsize unemp highschl college
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