Which will produce variables named VAR1, VAR2, VAR3, VAR4, VAR5 where the DO loop indicator (eg. To create separately named variables from the columns of a matrix then you can use the powerful SHAZAM DO statement To create a vector from the first column of a matrix simply do:Įg. To solve the normal equations manually simply do:Įg. In SHAZAM matrices can be worked with using a natural syntax almost as easily as you write them on paper.Įg. Where the type= option describes the type ofĭistribution and where the DF= option specifies the degrees of freedom. You could then find the t-ratio probabilities by typing: Saved using the TRATIO option on the OLS command. You can use the DISTRIB command to get probabilities for t-ratios To GRAPH the variable Igm, the model predicted values (named "predicts") and the model residual (named "residual")Īgainst year all on the same graph, simply type:Ī graph will be created and will appear within SHAZAM.Īlternatively, write out the data using the WRITE command and then use the Graph Wizard.ĭouble click the graph to change graph properties.Ĭommand will compute the probability density function and the cumulativeĮg. SHAZAM produces graphs either using the easy to use Graph Wizard or by using the GRAPH You may write out the residuals to a file with the following command.Īn entry is automatically created in the current workspace with this file and you may double click on it to view these residuals within SHAZAM. Ols consume income price / resid=residual For example, to save the residuals on an OLS regression, With other options you may save the standard errors, predicted values, coefficients or residuals etc. For example, to print Analysis of Variance (ANOVA) tables, variance-covariance MATRIXĪnd residual summary statistics, simply add the ANOVA, and PCOV To run an Ordinary Least Squares regression with SHAZAM use the OLS command. To illustrate, let's consider a simple example: Ordinary Least Squares Regression SHAZAM includes a powerfully simple Command Language that makes complex analytical tasks easy to perform in repeatable ways.
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