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st: RE: More on F test and the translog


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: More on F test and the translog
Date   Thu, 13 Apr 2006 12:04:57 +0100

Your "fourth restriction" looks to me like your fourth, 
fifth and sixth restrictions put on one line. Try taking
them in turn. 

Nick 
n.j.cox@durham.ac.uk 

Gauri Khanna
 
> More on the F test for homogeniety: Although I was able to 
> run the first 
> three test using the test, accumulate command, I was stumped 
> at the fourth 
> one(see below). Note I am using a translog production 
> function with three 
> inputs
> 
> The restrictions that must be jointly imposed are:
> 
> 1. Beta11+Beta12+Beta13=0
> 2. Beta12+Beta22+Beta23=0
> 3. Beta13+Beta23+Beta33=0
> 4. Beta12=Beta21; Beta13=Beta31, Beta23=Beta32
> 
> 
> The reason for this is that I when I estimate the translog, 
> the coefficients 
> obtained are:
> Beta11, Beta12, Beta13, Beta22, Beta23, and Beta33. But the 
> fourth requires 
> that I must
> have Beta21, Beta31 and Beta32?!
> 
> The equation estimated is:
> 
> LnY= constant+alpha1LnX1+alphaf2LnX2+alpha3LnX3+
>         beta11(Lnx1)sq+beta12[Lnx1.Lnx2]+beta12[Lnx1.Lnx3]+
>         beta22(Lnx2)sq+beta23[Lnx2.Lnx3]+
>         beta33(LnX3)sq
> 
> Sq= squared term.

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