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st: Question regarding the F test after 'xi' command.


From   "Joel J. Adamson" <[email protected]>
To   [email protected]
Subject   st: Question regarding the F test after 'xi' command.
Date   Tue, 23 Jan 2007 09:49:30 -0500

-testparm _I*-

Does the trick every time.  We usually do pairwise tests with -test- and then
-testparm _I*-.   We use this sequence of commands so much
that I wrote an ado-file that performs the whole sequence after the
estimation command (tell me if you'd like to see it).

Joel

Hui Wang writes:
 > Hi, All,
 > 
 > When we use xi command in regression, say "xi: reg y x1 i.x2", and suppose 
 > that the discrete variable x2 takes 10 possible value. After the regression, 
 > what is the command to test the joint significance of the x2 dummies 
 > generated by stata?
 > 
 > I've tried the following:
 > 
 > xi: reg y x1 x2
 > 
 > xi: test i.x2;
 > test _Ix2_*;
 > test _Ix2_1-_Ix2_9;
 > 
 > Neither of them works. (I really do not want to enter something like: test 
 > _Ix2_1 _Ix2_2 ... _Ix2_9.)
 > 
 > Please tell me your solution. Thanks.
 > 
 > Jackie
 > 
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-- 
Joel J. Adamson
Biostatistician
Pediatric Psychopharmacology Research Unit
Massachusetts General Hospital
Boston, MA  02114
(617) 643-1432
(303) 880-3109




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