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       log:  c:\temp\PROGRAM3.log
  log type:  text
 opened on:  31 Mar 2004, 13:49:20

. quietly{

. 
. **************************************************************
. *       STEP 1:  OLS ESTIMATORS OF REGRESSION PARAMETERS     *              *
. **************************************************************
. scalar list AHOLS BHOLS SHOLS
     AHOLS =  1.0910684
     BHOLS =  1.0000284
     SHOLS =  22.215921

. 
. quietly{

. 
. gmproc3 r
  
                       INITIAL GM ESTIMATORS

. 
. 
. **************************************************************
. * STEP 2, 1st. Part:                                         *
. * INITIAL GM ESTIMATES FOR RHO AND THE VARIANCE COMPONENTS   *
. **************************************************************
. scalar list RHOH SIGV SIG1
      RHOH =  .63180497
      SIGV =  1.0019183
      SIG1 =  6.5513025

. 
. **************************************************************
. * STEP 2, 2nd. Part:                                         *
. * WEIGHTED NLS ESTIMATORS FOR RHO AND THE VARIANCE COMPONENTS*
. *   (FOR L=1 this part is ommited and the output should be   *      
. *    equal to the one obtained in the 1st. part of step 2)   *
. **************************************************************
. scalar list RHOGM SIGVV SIG11
     RHOGM =  .63180497
     SIGVV =  1.0019183
     SIG11 =  6.5513025

. 
. 
. quietly{ 

. glsproc3 y x1 x2 RhoGM

. 
. **************************************************************
. *              STEP 3:  FEASIBLE GLS ESTIMATORS              *
. **************************************************************
. scalar list AHFGLS BHFGLS SHFGLS
    AHFGLS =  1.2398554
    BHFGLS =  .99714441
    SHFGLS =  4.0438387

. 
. log close
       log:  c:\temp\PROGRAM3.log
  log type:  text
 closed on:  31 Mar 2004, 13:49:23
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