Re: st: testing the joint significance

[Nirina F <fstata@gmail.com>]

Thank you very much Maarten for pointing out the magic option: coefl!
( how am I supposed to know this on my own if this list didn't exist?
so Thank You)
Now I am a bit stuck for the ivreg2.
Even with the oaxaca command, the option for a two -stage estimation
doesn't exist. At the same time, I'm wondering if it is conceptually
right to interact the variable iq with mrt and just instrument that
new variable.
Any insights?
Nirina

On Tue, Jan 11, 2011 at 12:56 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Tue, 11/1/11, Nirina F wrote:
>> I would like to see the effect of being married on lw.
>>
>> The married variable dummy is "mrt"
>>
>> I will multiply all the variables with the "mrt" dummy and
>> then I would like to test the joint significance of the
>> main slope and intercept. I know how to test the joint
>> significance of the variables but I don't know how to do
>> the joint significance of the main slope and intercept.
>
> Taking the question literaly, then the answer is just using
> -test- for the main effect and the interactions. In that
> case it can be useful/convenient to use the new factor
> variable notation (and the -coeflegend- option to find out
> how these coefficients are called):
>
> *----------------------- begin example -----------------------
> use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
> reg  lw i.mrt##(c.s c.expr c.tenure i.rns i.smsa c.iq), coefl
> test 1.mrt        ///
>     1.mrt#c.s    ///
>     1.mrt#c.expr ///
>     1.mrt#1.rns  ///
>     1.mrt#1.smsa ///
>     1.mrt#c.iq
> *----------------------- end example -------------------------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
> If you look at the effect of married by also including the
> interactions between married and the other variables then you
> are probably interested in doing an Blinder-Oaxaca decomposition:
>
> Ben Jann (2008) "The Blinder–Oaxaca decomposition for linear
> regression models" The Stata Journal, 8(4):453-479.
> <http://www.stata-journal.com/article.html?article=st0151>
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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