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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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: re: test linear hypothesis for probit***From:*"Sun, Yan (IFPRI)" <Y.SUN@CGIAR.ORG>

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