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


From   "Michael S. Hanson" <mshanson@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test that all dummies are jointly not significant
Date   Mon, 10 Jul 2006 15:01:02 -0400

On Jul 10, 2006, at 2:48 PM, Oleksandr Shepotylo wrote:

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 d*- or -testparm d1-d150- might work, depending on how your series are named. See -help test- and -help varlist- for more information. HTH.

-- Mike


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