[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: testparm

From   Maarten buis <>
Subject   Re: st: testparm
Date   Tue, 4 Mar 2008 12:23:53 +0000 (GMT)

--- Chiara Mussida <> wrote:
> ok, isn't there a proper test for that decision? sorry for bothering
> again, but I want to be also econometrically confortable with my
> decision of estimating separately

If this is  the hypthesis of substantive interest you can estimate a
full interactive model, and test with -testparm- if all main effects
and all interaction terms are simultaneously equal to zero. Now, as I
repeatly stated, you cannot give this a causal interpretation so I very
much doubt whether this is a hypothesis of substantive interest. I also
repeat my point that you should not test, if you are just doing model

-- Maarten

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

Sent from Yahoo! Mail.
A Smarter Inbox.
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index