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Re: st: SUREG: Testing sum of coefficients
From
mai7777 <[email protected]>
To
[email protected]
Subject
Re: st: SUREG: Testing sum of coefficients
Date
Thu, 25 Feb 2010 01:23:30 -0500
Brilliant, many thanks!
is there a way to loop them since I have 88 equations with the same variable?
On Thu, Feb 25, 2010 at 1:12 AM, Maarten buis <[email protected]> wrote:
> --- On Thu, 25/2/10, mai7777 wrote:
>> I'm running a SUREG, and in addition to testing that the
>> coefficients are jointly equal to zero, I want to test
>> that the sum of the coefficients on the same variable
>> across all the equations in the system is equal to zero.
>
> *------------------------ begin example ------------------------
> sysuse auto, clear
> sureg (price foreign weight length) ///
> (mpg foreign weight) ///
> (displacement foreign weight)
> test _b[price:foreign]+_b[mpg:foreign]+_b[displacement:foreign]=0
> *-------------------------- 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
> --------------------------
>
>
>
>
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