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st: new package ftest availabel from ssc

From   Maarten buis <>
To   stata list <>
Subject   st: new package ftest availabel from ssc
Date   Thu, 19 Jun 2008 16:19:02 +0100 (BST)

Thanks to Kit Baum a new package is available from SSC: -ftest-. 
-ftest- compares two nested models estimated using regress and performs
an F-test for the null hypothesis that the constraint implict in the
restricted model holds. For example if a variable is left out of the
restricted model, the implict constraint is that the coefficient for
that variable equals zero. 

-ftest- is a convenience command; anything that can be done with 
-ftest- can be done with -test-, and it will produce exactly the same
results. The difference is that with -test- the constraint needs to be
explicitly specified, while with -ftest- the constraint is implicit. 
-ftest- can be convenient when all the models you want to compare are
already estimated and stored for use by for example Ben Jann's 

To install type within Stata: -ssc install ftest-

-- 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

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