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st: RE: RE: 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: RE: RE: More on F test and the translog
Date   Thu, 13 Apr 2006 15:25:48 +0100

Thanks for the explanation. So, if I understand this, 
the parameters are, or are forced to be, one and the same. 

In that case, I can't see that you have a testable hypothesis, 
or even a hypothesis. What you have ensured as a consequence
of your estimation is not an economic conjecture that needs to 
be checked. 

I'm reminded of a conversation I had in which I mentioned 
that students from my university play ball games with 
students from other universities on Wednesday. "Oh", 
said the other person, from another university, "what
a coincidence, so too do students from my place". But 
it wasn't a coincidence at all: it is all deliberate. 
If Durham play Glasgow on Wednesdays, it follows ineluctably
that Glasgow play Durham on Wednesdays. 

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

Gauri Khanna

> Thank you for your reply. I am sorry if I was not clear.
> 
> The translog described in my email does not estimate Beta21, 
> Beta31 and 
> Beta32. The reason is because when one estimates the 
> translog,, LnX1.LnX2 is 
> the same as Ln.X2.LnX1, similarly for LnX2.LnX3=LnX3.LnX2 
> etc.. These cross 
> products are not viewed as different from each other and 
> hence only one of 
> the pair is estimated.
> 
> But the homogeneity test requires equality between 
> Beta(12)=Beta(21) etc in 
> addition to the others..
> 
> I am new with this test for homogeneity and am hoping that I 
> have got it 
> correct.


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