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st: RE: test that all dummies are jointly not significant


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: test that all dummies are jointly not significant
Date   Mon, 10 Jul 2006 19:55:07 +0100

Oleksandr,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Oleksandr Shepotylo
> Sent: 10 July 2006 19:48
> To: Stata
> Subject: st: test that all dummies are jointly not significant
> 
> Hi,
> 
> I have regression that include 150 dummies and would like to test that
> d1+d2+...+d150=0
> 
> I can type all 150 dummies in
> 
> test d1=-d2-d3-...-d150
> 
> but is is very long.
> 
> Are there any shortcuts in the test command, or alternative 
> command to preform F test that all dummies are jointly not 
> significant?

-testparm- will do what you want.  (Curiously, -search test- lists lots
of things, but not this useful little command.)

Cheers,
Mark

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
 

> 
> Thank you, Oleksandr.
> 
> 
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