Hi all. I am running a panel regression with over 60 dummy variable coefficients that I'd like to test as being equal to 1, but jointly. Typically when testing whether or not the estimated coefficients are jointly equal to 0 (or, with the 'equal' option, equal to each other), I can just use testparm. But when I want to test whether they are equal to 1, I don't see an easy way to do this.
I will also note that I have a subset of dummies in my regression that I want to test whether the coefficients are jointly equal to 0, while the remainder I would like to test as all being equal to 1. Should I normalize the latter subset of the coefficients in some way so that I can just use testparm?
Thanks for any and all advice on this topic.
Related Posts with Testing multiple coefficients equal to 1 with test
Use stored correlation matrix from PWCORR in CORR2DATAHey Stata-listers, I will preface this by saying that I am not super familiar with matrices in Stat…
Analyze a subset of a matched case control datasetI am using Stata 15.1 for Mac. My dataset after 1:4 case:control matching has 1168 cases (patients w…
Time series graph for more than one observation for each time point dataDear Altruistic, I have data set in following format Code: * Example generated by -dataex-. To ins…
How to see size of current data in Stata 16I just upgraded from Stata 15 to Stata 16 and very excited about it. However, I'm wondering why the …
VIF interpretationHi everyone, Using "vif" post command after running multiple regression, I got the following results…
Subscribe to:
Post Comments (Atom)
0 Response to Testing multiple coefficients equal to 1 with test
Post a Comment