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st: RE: test that all dummies are jointly not significant
Oleksandr,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] 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: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
>
> Thank you, Oleksandr.
>
>
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