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st: df of F test after -sureg-

From   Muyang Zhang <>
Subject   st: df of F test after -sureg-
Date   Wed, 11 Jan 2012 22:31:41 +0800

Dear Statalists,

I have run -sureg- with dummies indicating fixed effect, and there are
some constraints imposed between the coefficients in the two equations
in the system.
I wish to apply a F test on a set of dummies (i.e., the existence of
fixed effects), but I cannot figure out the denominator degree of
freedom. Should the number of observations double as there are two
equations? Also does the constraints affect the df?

Best Regards,

Muyang Zhang
Ph. D. Candidate
China Center for Economic Research
Peking University
Beijing, 100871
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