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RE: st: RE: F test for homogeneity

From   "Gauri Khanna" <[email protected]>
To   [email protected]
Subject   RE: st: RE: F test for homogeneity
Date   Thu, 13 Apr 2006 09:40:40 +0000

Yes it works Maarten. Thank you.


(Ms) Gauri

From: "Maarten Buis" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: RE: F test for homogeneity
Date: Wed, 12 Apr 2006 16:41:48 +0200

Gauri Khanna:
If all parameters are estimated with one command than, this looks like job for the -test- command with the accum option.

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Gauri Khanna
Sent: woensdag 12 april 2006 16:31
To: [email protected]
Subject: st: F test for homogeneity

I would like to run an F test using multiple restrictions on a translog
production function with three inputs. This forms a test for homegeneity
using the famous F test.

The restrictions that must be jointly imposed are:

1. Beta11+Beta12+Beta13=0
2. Beta21+Beta22+beta23=0
3. Beta31+Beta32+Beta33=0
4. Beta12=Beta21; Beta13=Beta31, Beta23=Beta32

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