<>
The equivalent to the F-test would be the LR test at the top of -probit-
output.
If you do need an F-test:
***
sysuse auto, clear
prob foreign rep78 turn trunk length
cap which indeplist
if _rc ssc inst indeplist
indeplist
te `r(X)'
***
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Sun, Yan (IFPRI)
Sent: Mittwoch, 10. Februar 2010 18:38
To: [email protected]
Subject: st: re: test linear hypothesis for probit
Dear Statalist:
I would like to do linear hypothesis for Probit. I know how to do it for
OLS. For example, for the equation y=a+b*x1+c*x2, I would use STATA
command: "test (b=0) (c=0)", or "test b=c".
But now y is a bivariate dummy and I would use probit. How could I use
STATA command to do a joint F test? I find there is "test" command after
probit. Is this "test" command after probit a correct command for a
linear hypothese test for probit?
Thank you very much.
Yan
IFPRI
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