Linear Regression MT

Linear Regression MT estimates single equations and simultaneous systems of equations in GAUSS.

• Compute heteroskedasticity-consistent standard errors.
• Run influence and collinearity diagnostics with ordinary least squares.
• Estimate regressions with linear restrictions and test multiple linear hypotheses.
• Use two-stage least squares, three-stage least squares, and seemingly unrelated regression.
• Work efficiently with large datasets and multiple variables.