Ok thanks Maarten and Jeph.
mi test and mi testtransform will allow me to test linear and
non-linear hypotheses within the same model, but what if I wanted to
compare two nested models? Essentially i have two models, one with a
linear variable in it and the other with the same variable fitted but
as an indicator (aka dummy) variable. By comparing the two models I
can work out whether it is appropriate to fit the variable as a linear
term. Is there any way to do this in Stata?
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