AW: st: AW: Question about "testparm"

 From "Martin Weiss" <[email protected]> To <[email protected]> Subject AW: st: AW: Question about "testparm" Date Sat, 31 Jan 2009 22:45:46 +0100

```<>

Sorry about the "submitting" thing, I am the last to discourage use of the
dialog boxes. It sounded as if you filled the dialog box in before running
the actual regression ("analysis"), that is why I asked...

Maybe you want to rephrase your prob in terms of this example:

*************
webuse census4, clear
regress brate medage medagesq reg2-reg4
test reg2=reg3=reg4
test (reg2=reg3) (reg3=reg4) (reg2=reg4)
*************

HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Ted Fuller
Gesendet: Samstag, 31. Januar 2009 22:34
An: [email protected]
Betreff: Re: st: AW: Question about "testparm"

Martin,
Thanks for your quick response!
I confess I am still a little puzzled.
Why is one constraint redundant?
My three dummy variables are three categories of a nominal variable,
but my nominal variable has four categories. So, knowing the value of
two variables does not necessarily indicate the value of the third.

If the single tests are accumulated into "one big
test", that does not seem to answer my question,
which was to find out if the three coefficients
vary among themselves. With three coefficients,
isn't that three questions (does a=b, does b=c,
does a=c)? How can "one big test" answer all
three questions?

In answer to your question, "Why open the dialog
box for -testparm- before "submitting your
analysis"?" it is because I am using menus rather
than lines of code, and I could not see a way to
ask for the what I wanted in the menu for
"Statistics - Survey data analysis -
Distribution-specific models - Linear regression".

Thanks.

Ted

At 03:59 PM 1/31/2009, you wrote:

><>
>
>Stata realizes that one constraint in your specification is redundant and
>disregards it, just as it should... See [R] test, page 456. You can of
>course accumulate the single -test-s into one big test one after the
>other...
>
>*************
>webuse highschool, clear
>svy: regress weight height state county school
>test he=sch
>test he=state,accum
>test scho=state,accum
>*************
>
>As the example shows, even then Stata recognizes the redundancy in the last
>line.
>
>BTW, why open the dialog box for -testparm- before "submitting your
>analysis"?
>
>HTH
>Martin
>
>
>-----Ursprüngliche Nachricht-----
>Von: [email protected]
>[mailto:[email protected]] Im Auftrag von Ted Fuller
>Gesendet: Samstag, 31. Januar 2009 21:46
>An: [email protected]
>Betreff: st: Question about "testparm"
>
>This is probably a pretty basic question.
>I am using svyregress.
>Before submitting my analysis, I opened the dialog box for "testparm"
>and specified three variables and indicated that I wanted to test
>whether the coefficients for these three variables were equal.
>The output said:
>(1) - var1 + var2 =0
>(2) - var1 + var3 =0
>     F(2, 338) = 13.10
>         Prob > F = 0.0000
>
>I thought I was going to get three tests:
>(1) to see if the coefficient for var1 = coefficient for var2;
>(2) to see if the coefficient for var1 = coefficient for var3;
>(3) to see if the coefficient for var2 = coefficient for var3.
>
>But I only got one test.
>How can I get the three tests that I mentioned?
>Thanks!
>Ted Fuller
>
>Theodore Fuller
>Department of Sociology (0137)
>Virginia Tech
>Blacksburg, VA 24061
>Phone: 540/231-8969
>
>*
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>
>
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Theodore Fuller
Department of Sociology (0137)
Virginia Tech
Blacksburg, VA 24061
Phone: 540/231-8969

*
*   For searches and help try:
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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
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