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* Advanced Applied Econometrics
* Jakub Muck 
* Exercise 11

* (i) importing data and performing baseline regressions 
clear all 
use "http://e-web.sgh.waw.pl/jmuck/AAE/Datasets/Anscombe.dta"

reg y1 x1
estimates store m1

reg y2 x2
estimates store m2

reg y3 x3
estimates store m3

reg y4 x4
estimates store m4

* All regression in one table
estimates table m*, b se p

*(ii) The same table but with the R2
estimates table m*, b se p stats(r2)

*(iii) TESET Test 
reg y1 x1
estat ovtest 

reg y2 x2
estat ovtest 

reg y3 x3
estat ovtest 

reg y4 x4
estat ovtest 
* There should be error after the last test. Please read the description of error.  

* (iv) scatter plots with regression line (in a loop)

forvalues i=1/4{
	reg y`i' x`i'
	predict yhat`i'
	twoway scatter   y`i' x`i' || line yhat`i' x`i',name(model`i')

}

* Graph that combine previous graphs 
gr combine model1 model2 model3  model4