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Re: st: RE: RE: More on F test and the translog


From   "Michael S. Hanson" <mshanson@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: More on F test and the translog
Date   Thu, 13 Apr 2006 13:00:15 -0400

On Apr 13, 2006, at 10:05 AM, Gauri Khanna wrote:

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..
If I understand you correctly, you have already imposed \beta_{ij} = \beta_{ji} -- that is, symmetry -- in your estimation. Hence, you cannot test your "fourth" restriction, as it holds by assumption. Hope that helps.



> > 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
                                        -- Mike


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