At 06:51 AM 12/29/2003 -0500, Christopher F Baum wrote:
The limiting distribution of the Wald statistic is J*F -> Chi^2(J) for J
restrictions on the parameter space, so that Stata could display Chi^2
stats rather than F stats. The
Thanks Kit. Getting back to the original question, Stephen had asked
If I use the "test" command after estimation, the results reported by
Stata is in F-distribution, but I want the results to be reported in
chi-square distribution with its associated p-value.
If it is simply a matter of him preferring to report chi-squares rather
than F values, then rather than go through the tedium of -lrtest-, could he
just take the F value reported by test, and compute
chi-squared = (numerator degrees of freedom) * F
That seems to be the implication of this FAQ from Stata on chi-square versus F:
http://www.stata.com/support/faqs/stat/wald.html
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