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st: More on F test and the translog


From   "Gauri Khanna" <gwkhanna@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: More on F test and the translog
Date   Thu, 13 Apr 2006 11:00:17 +0000

Dear Stata list,

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.

Any thoughts?

Regards,

Ms. Gauri Khanna
Graduate Institute of International Studies

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