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From |
Kit Baum <[email protected]> |

To |
[email protected] |

Subject |
Re: st: AW: Question about "testparm" |

Date |
Sat, 31 Jan 2009 17:10:43 -0500 |

<> Ted wrote 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?

generate DD = D1 + D2 + D3

Kit PS> What's a "dialog box"? Kit Baum, Boston College Economics and DIW Berlin http://ideas.repec.org/e/pba1.html An Introduction to Modern Econometrics Using Stata: http://www.stata-press.com/books/imeus.html * * 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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