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st: RE: F test for homogeneity


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: F test for homogeneity
Date   Wed, 12 Apr 2006 16:41:48 +0200

Gauri Khanna:
If all parameters are estimated with one command than, this looks like job for the -test- command with the accum option.
HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Gauri Khanna
Sent: woensdag 12 april 2006 16:31
To: statalist@hsphsun2.harvard.edu
Subject: st: F test for homogeneity

I would like to run an F test using multiple restrictions on a translog
production function with three inputs. This forms a test for homegeneity
using the famous F test.

The restrictions that must be jointly imposed are:

1. Beta11+Beta12+Beta13=0
2. Beta21+Beta22+beta23=0
3. Beta31+Beta32+Beta33=0
4. Beta12=Beta21; Beta13=Beta31, Beta23=Beta32

 

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