I am using a multivariate model (mvreg) to analyse the effect of many control variables (age, education levels…) on the adoption of 6 categories of agricultural practices. I use this model since I have many independent and many dependent variables, with a high correlation between the dependent variables.
I would like to ask for clarification on the Stata manual on -mvreg, and particularly on these sentences:
The difference [between regress and mvreg] is that mvreg, being a joint estimator, also estimates the between-equation covariances, so you can test coefficients across equations.
These three [independent] variables are not, as a group, significant.
Thank you very much for your clarifications.
Link to the manual of -mvreg: https://www.stata.com/manuals13/mvmvreg.pdf
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