Introductory Econometrics – Microfit Tutorial Session
Econometric packages, by performing most of the calculations necessary for estimation and testing econometric models, make the mechanics of applied econometrics research quite straightforward. The difficulties arise elsewhere, in the formulation of interesting acceptable models and in the collection of data. Today you will see how the econometric package Microfit removes the burden of computation from econometrics by taking you through from some preliminary data analysis, through model formulation, estimation and simple diagnostic procedures. You can go at your own pace.
Objectives
• To explore Microfit’s ability to allow graphical exploration of the data
• To learn how simple transformation of existing data may be undertaken
• To use Microfit’s capabilities to estimate the parameters of regression models, along with various measures of fit and testing
• To interpret and comment upon the results obtained
Starting Microfit
 Login the network as usual [username + password]
 To start Microfit: choose the Start > Programs > Microfit > Select the icon
Microfit for Windows.lnk
The screen that will appear will be similar to Figure 1.
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Loading Data
Before it can do anything Microfit requires some data to work with. You can either enter data:
(i) 
via the keyboard 
(ii) 
load the data from a file already in Microfit format (as we are going to do) 
(iii) 
use data inputted from a spreadsheet like Excel (see Exercise 1 and the Appendix) 
To load the data click on the drop down menu File and choose Open.
The data we are going to work with consists of earnings data (taken from Dougherty which you might now be pretty familiar with). This is stored on the share drive [U drive] as earnings.fit. Note this is just a subsample of the data. The whole data is in fact in the excel data file ‘Educational Attainment’.
Now, since the version Microfit we’ve got does not allow sharing so we will have to copy the file from the share drive to the deskstop to be able to use it.
Note you will need the software installed on the computer to be able to open and read a fit file [Two rooms that I know of the software is installed is SSB 226 and SSB 119, hence can be used only in these rooms].
By clicking on open the following Figure 2 should appear:
Figure 2. Microfit following file load
This screen constitutes what Microfit calls the Command Editor. From this window you carry out a number of operations some of which we will be using. These are:
• Listing the data which has been loaded
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• Graphing variables
• Creating the constant term
• Transforming variables (like transforming a variable into logs)
• Obtaining basic descriptive statistics (like correlation between variables)
However, before we explore this further, there are two other windows which we might find useful to view at this stage.
Just below the File
Edit Options etc … row there is a row of buttons something like:
Each give access to different windows. We will only be using the first four of these as
We will be using
is meant for more advanced work outside the scope of this module.
to run our regression later.
Let us look at the other three command options:
• Process takes us to the Command Editor window we’re currently looking at. You might want to confirm this by clicking the Process button which should leave the window unchanged.
• Variables (click this now) is quite useful as it pops up a window showing a description of our variables. In our case we are looking at earnings, schooling and experience. Figure 3 shows this. Click on Close to remove this window.
Figure 3. Description of Variables
• Data (click this now) pops up a sort of spreadsheet which you scroll and in which the individual data can be edited. Cancel the window.
You should now be looking at the Command Editor window again.
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Prelimminary Data Analysis
We are now going to explore how the Command Editor can be used to: (i) examine data; (ii) generate graphs; (iii) create a constant term; (iv) transform existing variables, and (v) generating descriptive statistics
Listing the data
One way to, other than through choosing the Data command, check on the data we have is to type in Command Editor
LIST
Note any such command does not have to be in capital letters You should see a window of 10 variables appear as shown in Figure 4:
Figure 4. Listed data
You can maximise the window and scroll through the data. We have observations on 540 individuals and for each individual we have hourly earnings (E), years of schooling (S) and years of experience (X) among the variables listed for that individual. Close the window.
Graphs
Suppose we are interested in viewing our data. Consider Earnings and Schooling. In the Command Editor (you need to clear the editor of any previous command) type
SCATTER E S
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Here we are commanding Microfit to provide a scatter of hourly earnings on years of schooling. You should get the following graph that appears as in Figure 5. (What sort of relationship the graph suggest exists between E and S? Also are the observations spread evenly). Close the window.
Figure 5. Scatter of Earnings on Schooling
Creating a constant
One important step before performing any regression analysis is to define the constant
term. To do this, select the option
Command Editor. A small window will prompt you to supply the name of the constant. I tend to write CONSTANT. Click OK. To see what has happened click the
Variables button. Observe that CONSTANT has been described as the intercept term. Close the window. By clicking the Data button you will see the addition of CONSTANT in a new column with values 1. (Why?). Clicking on CLOSE will get you back to the Command Editor.
at the bottom of the
Transforming Variables
We can also transform variables. During the lectures we looked at different functional forms. We saw earnings in natural logs as ln E. So to transform hourly earnings (variable E) into log E, in the Command Editor type
LE = LOG (E)
Note the brackets and the equal to sign. You can observe the newly created variable by clicking Data. Clicking on CLOSE will get you back to the Command Editor.
Generating descriptive statistics
Recall during the lectures we discussed the possibility that regressors could be co linear (we may have high multicollinearity). Therefore, whenever we are conducting regression analysis a good practice is to check the correlation between variables. In
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our particular dataset it is worthwhile to check if schooling and experience are correlated. So to do this in the Command Editor type
COR E
S
X
So this line is commanding Microfit to find the correlation between E and S, E and X and S and X. A first window describing the variables (mean, standard deviation, minimum and maximum values will be given) will appear. Close this window. A second window will appear which produces the correlation matrix. (Is there any collinearity between S and X?)
Figure 6. Correlation Matrix
Note there are other commands which Microfit performs which you may want to explore in your own time
Regression Analysis
We are now ready to perform some regression analysis. The model we will first estimate is the multiple earnings regression:
E _{i} = β _{1} + β _{2} S _{i}
+ β _{3} X _{i} + u _{i}
with hourly earnings E as dependent variable, years of schooling S and years of experience X as our explanatory variables.
Remember the estimated regression is written as:
E _{i} = b _{1} + b _{2} S _{i} + b _{3} X _{i}
How to estimate this regression in Microfit?
Click on the Single button at the top and the ‘Estimate/Predict’ window will appear (Figure 7):
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Figure 7. The Estimate/Predict window
Notice that along the top should appear the legend
Linear Regression Ordinary Least Squares
This is exactly how we want to estimate our earnings function: by using the OLS method.
In this window you will find listed the Start of period
represents our number of observations which is from 1 to 540. In running a regression we may choose a subsample rather than choosing the whole sample of individuals. In our case we will stick to all individuals in the sample. This is followed by Variables. Looking at the listed variables you will find the variables which were part of the original data and that part which we created (like ln E and the constant term though the latter is not a variable strictly speaking).
End of period, which
The space provided below the instructions is where we need to type our command to run the regression. Leaving space in between type:
E
CONSTANT
S
X
So this line commands Microfit to run the regression of E (hourly earnings) on S (schooling in years) and X (years of experience). When you are satisfied you have
which gives the following
entered the correct command then click on regression result:
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Table 1. OLS regression for E on S and X
Ordinary Least Squares Estimation
******************************************************************************* Dependent variable is E
540 observations used for estimation from
1 to
540
*******************************************************************************
Regressor 
Coefficient 
Standard Error 
TRatio[Prob] 
CONSTANT 
26.9316 
4.5234 
5.9538[.000] 
S 
2.6740 
.23200 
11.5261[.000] 
X 
.59410 
.13792 
4.3074[.000] 
*******************************************************************************
RSquared 
.19906 
RBarSquared 
.19608 

S.E. of Regression 
13.0920 
Fstat. 
F( 
2, 537) 66.7311[.000] 

Mean of Dependent Variable 
19.7192 
S.D. of Dependent Variable 
14.6015 

Residual Sum of Squares 
92041.6 
Equation Loglikelihood 
2153.6 

Akaike Info. Criterion 
2156.6 
Schwarz Bayesian Criterion 
2163.0 

DWstatistic 
2.0691 
*******************************************************************************
Diagnostic Tests ******************************************************************************* *
*
*******************************************************************************
Test Statistics *
LM Version
*
F Version
* 
* 
* 
* 

* A:Serial Correlation*CHSQ( 
1)= 
.66516[.415]*F( 
1, 536)= .66105[.417]* 

* 
* 
* 
* 

* B:Functional Form 
*CHSQ( 
1)= 
3.1644[.075]*F( 
1, 536)= 3.1595[.076]* 

* 
* 
* 
* 

* C:Normality 
*CHSQ( 
2)= 
7921.3[.000]* 
Not applicable 
* 
* * * D:Heteroscedasticity*CHSQ(
******************************************************************************* A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values
* 1, 538)= 18.3009[.000]*
* 1)= 17.7646[.000]*F(
One important step here is to save this result. This is important just like the data needs to be saved you need to save your regression results for later use. In the results window, look at the icons running across its top. If you hover the pointer over these some text pops up to tell you what they are for. The first allows you to print. The next allows you to ‘save to a new results file’. Select this and type a name for your file (I choose earningsmultiple in correspondence to the data used but add ‘simple’ to make a note that this is the results from running a simple regression model. This result is also saved for later use). Saving the results in this way allows me to access it using Microsoft Word for instance. In addition, I can use the ‘copy selected text to clipboard’ icon to then paste it in Word file. If the copying gives something which is all over the place, then choose ‘Courier New’ and a font of 8 or 9 which should do the trick.
Comments on regression output. The first part of the table gives estimates of the regression coefficients with standard errors, tratio and pvalues, the Rsquared, the F ratio. The second part contains a variety of residual diagnostic tests such as the BreuschGodfrey serial correlation test and the KoenkerBassett test for heteroscedasticity.
Interpretation. The way to interpret the regression is in the same manner as I taught you in class. For instance, the coefficient on S, that is 2.67, can be interpreted as saying an extra year schooling would induce a $2.67 increase in hourly earnings (E),
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holding years of experience (X) constant. You can interpret X in the same way. See the Lecture notes.
are the ‘test of the individual
significance of a regression coefficient’ and ‘test for the overall significance of the regression’. The former uses the ttest and the latter uses the Ftest. Since these are reported we only need to interpret them. Remember unlike in class we can use the p values to come to a conclusion as to whether to reject a hypothesis or not. However, it is important to recall what you are actually testing. The pvalues of 0.000 on both estimated regression coefficients for S and X suggest these are significant in that they individually have a significant impact on hourly earnings. The Ftest reports an F ratio of 66.73 and pvalue of 0.000. This means that our regression is significant. This implies that both S and X have a joint significant influence on E.
Testing. Two tests I have shown you in class
Goodness of Fit. Next we need to comment on the overall fit of the regression. The Rsquared can be used. The reported Rsquared is 0.199 suggesting that 19.9% of the variation in hourly earnings is being explained by the regressors, i.e, S and X.
Testing for heteroscedasticity. The test to be used is reported in the second part of the regression output. This is the KoenkerBassett test (See Gujarati p.415 for a discussion). The table reports a chisquare and an Fversion of the test. We can use both or any of these two. The basic point to remember is what we are testing. The null hypothesis is ‘there is no heteroscedasticity’ (there is homocedasticity) against the alternative that ‘there is heteroscedasticity’. Remember all tests of heteroscedasticity formulate similar hypotheses. Based on the reported pvalues of 0.000 we can conclude that our regression does suffer from heteroscedasticity. There are various ways to deal with heteroscedasticity, which we are now going to explore.
with
heteroscedasticity: correction based on plausible pattern of heteroscedasticity; log transformation; White’s heterosceasticityconsistent standard errors. Since Microfit does not perform White’s correction we won’t discuss it here. We consider the first two solutions.
class
Dealing
with
heteroscedasticity. In
we
discussed
3
ways
to
deal
Correction based on plausible pattern of heteroscedasticity. The solution we discussed in class is when the variance of the error term is unknown we can assert certain plausible pattern that it may follow. Typically heteroscedasticity could be due to the Var(u) being a function of one of the explanatory variables. To find which variable the error term may be correlated with, we can plot first E on S and then E on X. Actually the scatter graph we plotted earlier can give us some initial clues. Although not clear observations do not appear evenly spread. This is suggestive that the variable causing heteroscedasticity could be S. To be much clear about this we could plot the scatter of E on X. Try this. What do you find? Not much uneven spread at least compared to the plot of E on S appears. However, this is not sufficient to tell us that S is the culprit variable. For that we need to go a step further and plot the residuals (estimate of the errors) against these two variables separately. To do that we need to save our residuals after having run our regression. Unfortunately, if we have closed results window then we need to rerun our regression. If not, then after closing the ‘Results’ window a window displaying the Post Regression Menu will appear. This offers various options. By default ‘Move to hypothesis testing’ is chosen.
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We need the option just under: ‘List/Plot/Save residuals …’. So select it by pointing and clicking the radio button. Press OK. Another window with ‘Display/Save
’ should appear. Choose option 6: Save residuals. A small box will appear,
after you select this option, prompting you to give the residuals a name. I call it ‘residuals’, nothing fancy!! After you press OK a variable would have been created called residuals. Close all subsequent windows, which will bring you back to the Estimate/Predict window. Since we need to graph the relationships between residuals and the explanatory variables individually, go the Process window. Here to get the graphs we want type in ‘Scatter residuals S’. This will give a scatter graph of the residuals on S. What can you say about the relationship? [Does it appear constant or nonconstant? A constant link is suggestive of homocedasticity and nonconstancy is suggestive of heteroscedasticity]. Next, try ‘Scatter residuals X’. What can you say about the relationship? [Does it appear constant or nonconstant? A constant link is suggestive of homocedasticity and nonconstancy is suggestive of heteroscedasticity]. I provide these graphs below.
residuals
S
RESIDUALS
X
RESIDUALS
10
This somewhat confirms what we suspected earlier that S may be the culprit variable accounting for the nonconstant variance. We now apply the first correction tool. Recall in class the correction amounted to dividing the initial regression by the culprit variable S we get
^{E} = 
β 1 
+ + 
X 
+ 
u 

S 
S 
β β 2 3 
S 
S 
Before running this new regression we have to create some variables. So move to the Process window and create the variables
ES = E/S; IS = 1/S; XS = X/S
Then we can run this regression by typing
ES
CONSTANT
IS
XS
Ordinary Least Squares Estimation
******************************************************************************* Dependent variable is ES
540 observations used for estimation from
1 to
540
*******************************************************************************
Regressor 
Coefficient 
Standard Error 
TRatio[Prob] 
CONSTANT 
2.2533 
.20734 
10.8677[.000] 
IS 
21.7809 
3.5856 
6.0745[.000] 
XS 
.62285 
.11465 
5.4326[.000] 
*******************************************************************************
RSquared 
.069713 
RBarSquared 
.066248 

S.E. of Regression 
.88069 
Fstat. 
F( 
2, 537) 
20.1206[.000] 
Diagnostic Tests ******************************************************************************* *
*
*
*******************************************************************************
5.9807[.015]*
* D:Heteroscedasticity*CHSQ(
*******************************************************************************
Test Statistics *
LM Version
1)=
F Version
5.9369[.015]*F(
1, 538)=
The abridged regression output shows the heterosecedasticity still hasn’t been completely corrected at the 5 and 10% levels but we wouldn’t reject the null of homocedasticity at a 1% level. Now maybe the form we assume may not be the correct one. There are other potential forms like dividing the regression by S ^{2} , as the Var(u) is proportional to S ^{4} . Try this and you will find that it does correct for heteroscedasticity, as the pvalue becomes 0.105. Note that to interpret these transformed regressions we need to multiply through by the term we divided the regression by in the first place. Also you could try other transformations as discussed in Gujarati.
Correction based on log transformation. Another solution is to apply a log transformation. We have created LE which we defined as the log of Earnings earlier. We can do the same thing for the other variables in the regression by transforming them into log and run a regression of
Ln E _{i} = β _{1} + β _{2} LnS _{i} + β _{3} LnX _{i} + u _{i}
Type LE CONSTANT LS LX
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The output next page should appear. Observe heteroscedasticity is only present at the 10% level.
Ordinary Least Squares Estimation
******************************************************************************* Dependent variable is LE
540 observations used for estimation from
1 to
540
*******************************************************************************
Regressor 
Coefficient 
Standard Error 
TRatio[Prob] 
CONSTANT 
2.2837 
.42027 
5.4338[.000] 
LS 
1.5344 
.12577 
12.2000[.000] 
LX 
.39107 
.070432 
5.5524[.000] 
*******************************************************************************
RSquared 
.22531 
RBarSquared 
.22243 

S.E. of Regression 
.52378 
Fstat. 
F( 
2, 537) 
78.0920[.000] 
Diagnostic Tests
*******************************************************************************
*
*******************************************************************************
3.3795[.067]*
* D:Heteroscedasticity*CHSQ(
* Test Statistics *
LM Version
1)=
*
F Version
3.3709[.066]*F(
1, 538)=
*******************************************************************************
Remember the interpretation in this regression is also different as the unit of measurement has changed.
Dummy Variables.
In class I showed you how to create dummy variables to answer questions like ‘whether gender has a differential impact on earnings’. We modify our regression to include the dummy variable MALE defined as ‘1’ for a male employee and ‘0’ for a female employee. Looking at the data you will see that we have two columns on two variables namely MALE and FEMALE so we could as well have added the FEMALE variable instead. But here we add the MALE variable.
E _{i} = β _{1} + β _{2} S _{i} + β _{3} X _{i} + β _{4} MALE _{i} + u _{i}
So type
E
CONSTANT
S
X MALE
which produces the following regression output as shown below. MALE variable is significant as shown by the pvalue. I let you do the interpretation here (you can go
back to your lecture handout on Dummy Variables).
Ordinary Least Squares Estimation
******************************************************************************* Dependent variable is E
540 observations used for estimation from
1 to
540
*******************************************************************************
Regressor 
Coefficient 
Standard Error 
TRatio[Prob] 
CONSTANT 
26.7957 
4.3942 
6.0980[.000] 
S 
2.5876 
.22587 
11.4561[.000] 
X 
.46792 
.13577 
3.4465[.001] 
MALE 
6.3785 
1.1093 
5.7499[.000] 
*******************************************************************************
RSquared
.24559
RBarSquared
.24137
*******************************************************************************
Omitting variables from regression [using the Wald Test].
Suppose we want to drop variables from our regression. We can use the Wald test to do so. To demonstrate the usefulness of this technique we need to first introduce an additional variable in our regression first. This is AGE. So type
12
E
CONSTANT
S
X AGE
which produces
Ordinary Least Squares Estimation
******************************************************************************* Dependent variable is E
540 observations used for estimation from
1 to
540
*******************************************************************************
Regressor 
Coefficient 
Standard Error 
TRatio[Prob] 
CONSTANT 
19.2621 
10.7854 
1.7859[.075] 
S 
2.6883 
.23279 
11.5479[.000] 
X 
.62709 
.14426 
4.3470[.000] 
AGE 
.20706 
.26432 
.78339[.434] 
*******************************************************************************
RSquared
.19998
RBarSquared
.19550
*******************************************************************************
Age does not contribute much to the regression and suppose we want to drop it from the regression. Then we can use the Wald test for the deletion of this variable. To perform this test close the Results window (after having saved your results). This will bring out the Post Regression Menu. Choose Move to hypothesis testing and then choose option 5 ‘Variable deletion test’. Press Ok. A window asking us to ‘list the variable(s) we want to delete’ opens up. On the righthandside you will see a drop out selection of variables. Select AGE as the variable to be dropped or for which we want to test for its omission. Choose AGE and press OK. The following output is obtained:
Variable Deletion Test (OLS case) ******************************************************************************* Dependent variable is E List of the variables deleted from the regression:
AGE 

540 
observations used for estimation from 
1 to 
540 
*******************************************************************************
Regressor 
Coefficient 
Standard Error 
TRatio[Prob] 
CONSTANT 
26.9316 
4.5234 
5.9538[.000] 
S 
2.6740 
.23200 
11.5261[.000] 
X 
.59410 
.13792 
4.3074[.000] 
******************************************************************************* Joint test of zero restrictions on the coefficients of deleted variables:
Lagrange Multiplier Statistic 
CHSQ( 1)= 
.61757[.432] 

Likelihood Ratio Statistic 
CHSQ( 1)= 
.61792[.432] 

F Statistic 
F( 
1, 536)= 
.61370[.434] 
*******************************************************************************
Recall we are specifying a null that the coefficient is significantly equal to zero which cannot be rejected by the Wald test. This is in fact similar to testing using the ttest but it is more appropriate to use the Wald test as it provides a careful testing procedure of removing one variable. Moreover when we want to drop two variables as taught to you in class we need to use the Wald deletion test. In that case I would specify the two variables I want dropped.
Testing for Linear restrictions [using the Wald Test].
Suppose we suspect that in the above regression that age and experience are correlated. So we could impose a theoretical restriction on the regression by testing for X = AGE. This means that experience and age are similar. To do that go back to the Estimate/Predict window and rerun the regression or close from previous test the results window which will bring you back to the ‘Hypothesis Test Menu’. Here
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choose option 7: Wald test of linear restrictions and press OK. A new window appears. Observe the line ‘Coefficients A1 to A4 are assigned to the above regressors respectively.’ This means Microfit is looking at our regression in the following form:
E _{i} = A _{1} + A _{2} S _{i}
+ A _{3} X _{i} + A _{4} AGE _{i} + u _{i}
The two variables we want to equate are X and AGE. So specify A _{3} = A _{4} as being the coefficients we want to equate. So type A3 = A4 which should yield
Wald test of restriction(s) imposed on parameters
******************************************************************************* Based on OLS regression of E on:
CONSTANT S
540 observations used for estimation from
X
AGE
1 to
540
******************************************************************************* Coefficients A1 to A4 are assigned to the above regressors respectively. List of restriction(s) for the Wald test:
A3=A4
*******************************************************************************
Wald Statistic
CHSQ( 1)=
6.1611[.013]
*******************************************************************************
The Wald statistic with a pvalue of 0.013 can be rejected and we conclude that X and AGE are not equally likely. This is not surprising as the two variables are not really correlated!! This tells you a lot about how you need to actually check if something is correct in statistics by actually testing for it rather than base your assertion on supposition.
Before you exit make sure you save your modified data and save your output
files to be accessed later.
Exercises
1)
Rerun the above earnings regression but instead of Gender introduce the dummy variable Ethnicity which has 3 categories in your regression.
2) Go to the coursework folder on the share drive and try playing with data on ‘Educational Attainment’ which you are going to use for the project. You will find data on a number of variables including S, A, SM and SF which stand for years of schooling, intelligence (measured in IQ score), SM (mother’s schooling), SF (father’s schooling). Try to estimate the following regression for starters:
S _{i} = β _{1} + β _{2} A _{i} + β _{3} SM _{i} + β _{4} SF _{i} + u _{i}
(i) 
Comment on the estimated regression coefficients and their individual significance 
(ii) 
Comment on the overall significance of the regression 
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Appendix – Loading Data in Microfit from an Excel file
This is the best way to load data into Microfit, especially if you are conducting research where you would have to collect data from a particular source and inputted it into Excel (rather than someone having collected the data and inputted it in Microfit format for you!!).
In our case we will use the Excel file EarningsMRA from the share drive. Copy the data either via the keyboard or using the mouse. Note when you are copying the data make sure you select only the data and don’t choose cells outside the provided data. This is due to the way Microfit reads the data from each cell.
After having copied the data, open Microfit and from the drop down menu option EDIT select the option PASTE DATA. Having done that a screen, as shown below, will appear prompting you to provide some information on the data: whether it is undated, annual, halfyearly, quarterly or monthly. Since our data is on individuals we choose UNDATED.
By selecting undated, the screen will change to resulting screen below:
15
In the cell number of observations select 540, as we have data on 540 individuals, and choose number of variables to be 10. Then press ‘OK’.
Then the following screen will appear:
This is asking for some further description of the data. Our data is arranged with the variables names in the first row’/line (optional descriptions) followed by the data and data only in the columns starting with the first column. So our option for the rows is to choose the second option ‘variable names with optional descriptions’ (usually already default selected) and for the columns choice select ‘data only’ (second
16
option). Press ‘OK’. If you successfully input the data in Microfit then the following screen should in principle follow:
At this point you need to press GO so that Microfit completes the reading of the file. When this is done you will find that the buttons in the toolbar, namely Process, Single and Multi will become activated, implying that Microfit has completed the reading of the data and we can use the data for transformation or regression running.
Another step you need to do is define the constant in the normal way in the PROCESS editor.
After that an important step is to SAVE your data. To do this select the SAVE or SAVE AS from the drop down menu FILE (note the file name will end with a .fit meaning it is being saved as a Microfit data file).
Make sure you save your data by giving it an appropriate name and saving it in either a directory or disk (personal directory or USB stick or floppy) if you want to use that data later. In fact it is a good practice to keep saving time you modify it through transformations like after having defined the constant.
From thereon it is similar to as if you were using an already created Microfit data file.
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