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st: RE: RE: More on F test and the translog

From   "Gauri Khanna" <[email protected]>
To   [email protected]
Subject   st: RE: RE: More on F test and the translog
Date   Thu, 13 Apr 2006 14:05:07 +0000

Dear Maarten and Nick,

Thank you for your reply. I am sorry if I was not clear.

The translog described in my email does not estimate Beta21, Beta31 and Beta32. The reason is because when one estimates the translog,, LnX1.LnX2 is the same as Ln.X2.LnX1, similarly for LnX2.LnX3=LnX3.LnX2 etc.. These cross products are not viewed as different from each other and hence only one of the pair is estimated.

But the homogeneity test requires equality between Beta(12)=Beta(21) etc in addition to the others..

I am new with this test for homogeneity and am hoping that I have got it correct.



From: "Maarten Buis" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: RE: st: RE: More on F test and the translog
Date: Thu, 13 Apr 2006 14:30:36 +0200

Where do Beta21, Beta31 and Beta32 come from? Please give us the
stata command that produces them.

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: donderdag 13 april 2006 14:21
To: [email protected]
Subject: RE: st: RE: More on F test and the translog

Even if I took them in turn the larger probem remains. Beta21, Beta31 and
Beta32 are not estimated in the translog.

>From: "Nick Cox" <[email protected]>
>Reply-To: [email protected]
>To: <[email protected]>
>Subject: st: RE: More on F test and the translog
>Date: Thu, 13 Apr 2006 12:04:57 +0100
>Your "fourth restriction" looks to me like your fourth,
>fifth and sixth restrictions put on one line. Try taking
>them in turn.
>Gauri Khanna
> > More on the F test for homogeniety: Although I was able to
> > run the first
> > three test using the test, accumulate command, I was stumped
> > at the fourth
> > one(see below). Note I am using a translog production
> > function with three
> > inputs
> >
> > The restrictions that must be jointly imposed are:
> >
> > 1. Beta11+Beta12+Beta13=0
> > 2. Beta12+Beta22+Beta23=0
> > 3. Beta13+Beta23+Beta33=0
> > 4. Beta12=Beta21; Beta13=Beta31, Beta23=Beta32
> >
> >

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