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st: test after ivprobit


From   sara borelli <saraborelli77@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: test after ivprobit
Date   Thu, 14 Aug 2008 10:44:49 +0000 (GMT)

Dear Statalist members,

I am estiamting a probit model with endogenous regressor.

ivprobit y1 x1 x2 x3 ....xn (y2=z1 z2)

where y2 is my endogenous variable. I want to test the joint significance of some of the X's  in the main equation, thus I type

test x1 x2 x3;
but stata reports:
 ( 1)  [y1] x1= 0
 ( 2)  [y2] x1= 0
 ( 3)  [y1] x2= 0
 ( 4)  [y2] x2= 0
 ( 5)  [y1] x3= 0
 ( 6)  [y2] x3= 0

so it seems that it tests each X also in the reduced form of y2. What should I do if I want to have a test of the joint signficance of the coeffcients in the main equation only ?


thank you for any help
Sara



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