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st: re: chi-square test

From   Kit Baum <>
Subject   st: re: chi-square test
Date   Wed, 3 Mar 2010 15:07:07 -0500

Stas said

If that's what you've done, it is a pretty odd regression of L.x on L2.x,
..., L6.x. You probably meant

reg x L(1/6).x

after which you can

testparm L.x L2.x ... L6.x

(you'd have to write all of them out).

Hardly; the ANOVA F statistic for the equation is the test that all lag coefficients are jointly zero.

Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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