<Notations>
y: the nominal dependent variable having three values, 1, 2, and 3
x1, x2: the unit specific regressors (They are alternative-invariant. Thus, we have two parameters for each regressor)
d1: a dummy variable
<Code>
Code:
mlogit y x1 x2 i.d1#c.x1
I tried to the following commands.
Code:
testparm x1 i.d1#c.x1, equal Constraint 1 dropped chi2( 0) = . Prob > chi2 = . testparm [2]x1 [2]i.d1#c.x1, equal varlist required
How can I test if the sum of two parameters are zero in multinomial logit context?
Thank you for your time spent to read this question.
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