<>
It is already there, but if you ever wanted to replicate it:
*************
sysuse auto, clear
reg price weight length displacement gear_ratio
test weight length displacement gear_ratio
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Tharshini
Thangavelu
Gesendet: Freitag, 25. September 2009 16:49
An: [email protected]
Betreff: st: MIME-Version: 1.0
Hi statalist,
When I use the OLS, I would like to know whether the included covariates are
jointly significant, that is if they should be included in the model. I want
to
test a F statistic for the overall significance of a regression? How do I do
this? Or is this results already computed in the outcome of the regression
output. Is the F (7, 2151) = 176 and Prob > F = 0.0000 the F test?
. reg ha medu ethnicity female ageinmonth agesquare childeweight mage, r
Linear regression Number of obs =
2159
F( 7, 2151) =
176.90
Prob > F =
0.0000
R-squared =
0.4400
Root MSE =
1.159
----------------------------------------------------------------------------
--
| Robust
ha | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
medu | .1686295 .0274034 6.15 0.000 .1148897
.2223694
ethnicity | .040194 .0572155 0.70 0.482 -.0720094
.1523974
female | .4656059 .0510575 9.12 0.000 .3654787
.565733
ageinmonth | -.2404885 .0082513 -29.15 0.000 -.25667
-.2243071
agesquare | .0022284 .0001083 20.57 0.000 .002016
.0024409
childeweight | .0484869 .0019144 25.33 0.000 .0447327
.0522412
mage | .0029801 .0037242 0.80 0.424 -.0043233
.0102835
_cons | -2.853446 .1739336 -16.41 0.000 -3.194542
-2.512351
----------------------------------------------------------------------------
--
Thanks
Tharshini
--
Tharshini THANGAVELU
Forskarbacken 8 / 101
114 16 Stockholm
Sweden
Phone +46 (0)735 53 43 90
E-mail [email protected]
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