In this example, our dependent variable will be my weekly average weight, the explanatory variable represents the sum of calories that I burned during the previous week. For a more detailed description of the data see here.
*start with empty workspace clear all *import sample data import excel using "https://economictheoryblog.files.wordpress.com/2016/08/data.xlsx",first *estimate linear regression model regress weight lag_calories
regress returns point estimates for and . Moreover, the function returns standard error for the point estimates, along with its t-statistic, the p-value and 95% confidence intervals. The function also allows to conduct multiple regressions. That is, the function allows additional explanatory variables that can simply be added to the function as additional arguments.