Thanks to Kit Baum a new package is available from SSC: -ftest-.
-ftest- compares two nested models estimated using regress and performs
an F-test for the null hypothesis that the constraint implict in the
restricted model holds. For example if a variable is left out of the
restricted model, the implict constraint is that the coefficient for
that variable equals zero.
-ftest- is a convenience command; anything that can be done with
-ftest- can be done with -test-, and it will produce exactly the same
results. The difference is that with -test- the constraint needs to be
explicitly specified, while with -ftest- the constraint is implicit.
-ftest- can be convenient when all the models you want to compare are
already estimated and stored for use by for example Ben Jann's
-estout-.
To install type within Stata: -ssc install ftest-
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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