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st: RE: re: test linear hypothesis for probit


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: re: test linear hypothesis for probit
Date   Wed, 10 Feb 2010 19:04:12 +0100

<>

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: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sun, Yan (IFPRI)
Sent: Mittwoch, 10. Februar 2010 18:38
To: statalist@hsphsun2.harvard.edu
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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