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Re: st: SUREG: Testing sum of coefficients


From   mai7777 <mai7777@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <maartenbuis@yahoo.co.uk> 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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