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st: Tests on sums of coefficients?


From   "Michael S. Hanson" <[email protected]>
To   [email protected]
Subject   st: Tests on sums of coefficients?
Date   Mon, 5 Jul 2004 14:39:04 -0400

tests sums of coefficients from a regression in a flexible, general manner. As an example, I have a large number of regressions of the form

. reg y x* z*

where x* is a long (and varying across regression specification) list of regressors. I want to test the null hypothesis that the sum of the x variables in each regression is zero. Ideally, I am looking for an extension to -testparm-, such as

. testparm x*, sum

which -- similar to the way the -equal- option modifies the null for -testparm- to test for joint equality -- would return the test statistic for the null that the sum of the variables in varlist x* are zero. (I have looked at the code of "testparm.ado" to see if I could make the addition myself, but the changes are well beyond my meager Stata programming skills. (I have spent days just trying to figure out how to recursively define local macros in loops....)

Thanks in advance for any assistance.

-- Mike

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