This particular help sheet provides
information on how to get access to Shazam
introduction to Shazam use for basic regression
SHAZAM ACCESS
Shazam comes in both PC and mainframe versions.
This handout is for PC version, but little change is needed for mainframe
version.
Shazam can be run either in interactive mode (you give one Shazam command and wait for response before giving the next) or in batch made (you give a file of Shazam commands which are all processed at once).
In what follows it is assumed that you are already in Shazam, in interactive mode.
SHAZAM INTRODUCTION
Saving output
The first SHAZAM command you give should be
FILE SCREEN pathname
Here pathname is the name of a file, e.g. A:\MYOUTPUT.OUT.
This command puts the output in a file, as well as simulataneously
displaying it on the screen. When you have finished your Shazam session,
edit this file using a text editor and print out useful output.
Shazam Help
Shazam has online help.
To get a list of Shazam commands, give the Shazam command
HELP
To get help on a particular comand, e.g. FILE, give a Shazam command
such as
HELP FILE
Generate Data
We first read in and/or create data.
For simplicity here we will create data (later on we consider how to
read in data).
We will create a sample with 50 observations.
The variable X will take value 1 for the first observation, 2 for the
second observation, ... , 50 for the fiftieth observation.
The variable Y will equal 10 + 0.1*X + u, where u is a random draw
from the standard normal distribution.
The Shazam commands to do this are
SAMPLE 1 50
GENR X = TIME(0)
SET RANFIX
GENR Y = 10 + 0.1*X + NOR(1)
The first line sets the sample size to 50 observations.
The second line creates the first observation of X as 0+1 = 1, ....,
the fiftieth as 0+50 = 50
The fourth lines sets Y equal to 10 + 0.1*X plus a random draw from
the standard normal distribution.
The third line is not obvious. It is used so that subsequent runs of
the same program will give the same NOR(1) draws and hence create the same
Y.
Descriptive Statistics
Given the above we know that X has sample mean of 25.5 (recall it ranges
from 1 to 50).
And Y is a random variable with population mean 10 + 0.1*25.5 = 12.55.
The Shazam command to get the sample mean, as well as the sample variance
and other descriptive statistics for the data is
STAT Y X
Key Shazam output from this command includes















Plots
To plot the data with Y on the vertical axis and X on the horizontal
axis give the Shazam command
PLOT Y X
OLS Regression
The regression model is Y = b1 + b2*X + u
For this created data set we know b1 = 10, b2 = 0.1, and u is normally distributed with mean 0 and variance 1. We therefore expect an estimated intercept of approximately 10, an estimated slope coefficient of approximately 0.1, and estimated standard error for the regression of approximately 1.
The Shazam command for OLS regression is
OLS Y X
Key Shazam output from this command includes RSQUARE = .7553
















TYPING IN DATA
If the data set has only a few observations in can be typed in by hand.
For example, consider the following data on annual salary (in thousands
of dollars) and gender (1 if male and 0 if female) for a sample of 5 workers












This data can be read in using the Shazam commands
SAMPLE 1 5
READ SALARY GENDER
21 0
41 1
52 1
18 0
20 1
To see that the data are read in properly, give the Shazam command
PRINT SALARY GENDER
READING IN DATA FROM EXTERNAL FILE
More common is to read data in from a file. This saves retyping the data in each time Shazam is run.
Suppose the preceding data are put in a file c:\myprogs\shazam1.dat,
which has 21 0 on the first line, ..., and 20 1
on the fifth line. Then the following SHAZAM commands read in and analyze
this data
FILE 11 C:\MYPROGS\SHAZAM1.DAT
READ(11) SALARY GENDER
PRINT SALARY GENDER
OLS SALARY GENDER
The first line assigns unit 11 to the data file, here c:\myprogs\shazam1.dat
(with other examples and data sets it is safest to continue to use unit
11).
The second line reads in the data on unit 11 (and hence by association
c:\myprogs\shazam1.dat). Shazam responds with a statement that 5 observations
have been read in.
The third line is a check that data is read in correctly. This should
always be done, unless the data set is large, in which case the STAT command
can be used as a partial check.
The fourth line produces OLS estimates including
















Thus men earn much more on average than women (18.167 or $18,167 per year more), though this is not statistically significant at 5% given the tratio of 1.498. (For a onesided test at 5% the critical value from t(3) table is 2.353).
The READ command given above assumes the data are separated by blanks.
A more complicated form of the Shazam READ command uses the FORMAT
statement.
BATCH MODE
This may not work on the lab version of Shazam. Suppose all the Shazam
commands are entered into a file.
For example, the file c:\myprogs\shazam1.shz might include the Shazam
commands
FILE 11 C:\MYPROGS\SHAZAM1.DAT
READ(11) SALARY GENDER
PRINT SALARY GENDER
OLS SALARY GENDER
Then in DOS giving the command
SHAZAM <C:\MYPROGS\SHAZAM1.SHZ >C:\MYPROGS\SHAZAM1.OUT
will execute all the Shazam commands and put Shazam output in file
c:\myprogs\shazam1.out