File: leverage.inp

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# Illustration of the analysis of influential observations
# and "leverage".  The example comes from Davidson and 
# MacKinnon's "Estimation and Inference in Econometrics"
# (Oxford, 1993), Chapter 1.

open leverage.gdt

# OLS using "correct" x data
ols y 0 x1
leverage

# using data with an erroneous value for x at 
# observation 7 (otherwise x2 is identical to x1)
ols y 0 x2
leverage