# 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