library(foreign) datadir <- 'http://econ.korea.ac.kr/~chirokhan/book/data' Wage2 <- read.dta(file.path(datadir,'wage2.dta')) names(Wage2) nrow(Wage2) library(lmtest) model <- lwage~educ+exper+tenure+married+south+urban+black ols0 <- lm(model,data=Wage2) coeftest(ols0) ols1 <- lm(update(model,.~.+IQ),data=Wage2) coeftest(ols1)