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st: RE: test after ivprobit


From   "Martin Weiss" <martin.weiss@uni-tuebingen.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: test after ivprobit
Date   Thu, 14 Aug 2008 13:35:19 +0200

-h test- has a section at the bottom about multiple equations. Just note the difference in the following

**********
webuse laborsup, clear
ivprobit fem_work fem_educ kids (other_inc = male_educ)
*both equations
test  other_inc fem_educ
*only "main" equation
test[fem_work]:  other_inc fem_educ
**********


HTH
Martin



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of sara borelli
Sent: Thursday, August 14, 2008 12:45 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: test after ivprobit

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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