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Re: st: Re: hypothesis tests


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: hypothesis tests
Date   Mon, 29 Dec 2003 08:33:12 -0500

At 06:51 AM 12/29/2003 -0500, Christopher F Baum wrote:

The limiting distribution of the Wald statistic is J*F -> Chi^2(J) for J restrictions on the parameter space, so that Stata could display Chi^2 stats rather than F stats. The
Thanks Kit.  Getting back to the original question, Stephen had asked

If I use the "test" command after estimation, the results reported by Stata is in F-distribution, but I want the results to be reported in chi-square distribution with its associated p-value.
If it is simply a matter of him preferring to report chi-squares rather than F values, then rather than go through the tedium of -lrtest-, could he just take the F value reported by test, and compute

chi-squared = (numerator degrees of freedom) * F

That seems to be the implication of this FAQ from Stata on chi-square versus F:

http://www.stata.com/support/faqs/stat/wald.html


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