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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: re: test linear hypothesis for probit |

Date |
Wed, 10 Feb 2010 18:11:07 +0000 (GMT) |

--- On Wed, 10/2/10, Sun, Yan (IFPRI) wrote: > 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? -test- is fine after -probit-, it will give you the Wald test. An alternative is the likelihood ratio test, which has some nice characteristics, but cannot be used when you specified the -robust-, -cluster()- options or used pweights. Below is an example showing how to do both. *------------ begin example --------------- sysuse auto, clear probit foreign rep78 price mpg test (rep78 = 0) (price = 0) est store a probit foreign mpg if !missing(rep78,price) est store b lrtest a b *----------- end example ------------------- ( For more on how to use examples I sent to statalist see: http://www.maartenbuis.nl/stata/exampleFAQ.html ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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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