cls;

/* Examples of Procedures in GAUSS */

// some data
x1=rndn(100,1);
y=ones(100,1)+x1+rndn(100,1);
somedata = y~ones(100,1)~x1;

// How to execute Procedures 

//mx1= mymeans(x1);

// betahat=myols(somedata);

{b1,res,s2}=myols2(somedata);


// Procedures 

// 1 . reproducing meanc function

proc mymeans(data);
    local n;
 n=rows(data);

retp(sumc(data)/n);
endp;

// 2. OLS estimation : coefficients

proc myols(data);
    local k,y,x,bols;

    k=cols(data);
    y=data[.,1];
    x=data[.,2:k];

    bols=inv(x'x)*x'y;

retp(bols);
endp;


// 3. OLS estimation: coefficients, residuals and s2

proc(3) =  myols2(data);

    local k,y,x,bols,e,s2,n;

    k=cols(data);
    n=rows(data);
    y=data[.,1];
    x=data[.,2:k];

    bols=inv(x'x)*x'y;
    e=y-x*bols;
    s2=e'e/(n-k);

retp(bols,e,s2);
endp;