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


From   "Tomislav Kovandzic" <tkovandzic@bham.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: test that all dummies are jointly not significant
Date   Mon, 10 Jul 2006 14:03:25 -0500

Oleksandr,

The command you're looking for is called testparm.  

In your case:  testparm d1-d150

That should do the trick.  

Best,

Tom Kovandzic

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Oleksandr
Shepotylo
Sent: Monday, July 10, 2006 1:48 PM
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?

Thank you, Oleksandr.


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