open c:\userdata\gretl\data\data4-8.gdt
ols sub const home inst svc tv age air y
(* commands pertaining to model 1 *)
genr ess_1 = $ess
genr df_1 = $df
omitfrom 1 y
omitfrom 2 tv
omitfrom 3 svc
omitfrom 4 inst
(* commands pertaining to model 5 *)
genr ess_5 = $ess
genr df_5 = $df
genr Num=(ess_5-ess_1)/(df_5-df_1)
genr Den=ess_1/df_1
genr Fc=Num/Den
genr NR=df_5-df_1
pvalue 4 NR df_1 Fc