REG Procedure

The REG procedure now includes a lack-of-fit test. The PARTIAL option in the MODEL statement requests partial regression plots for each regressor; the PARTIALDATA option displays partial regression data. Heteroscedasticity-consistent (White) standard errors are now available, and you can obtain a heteroscedasticity-consistent covariance matrix for use with the ACOV, HCC, or WHITE option in the MODEL statement and for heteroscedasticity-consistent tests with the TEST statement.