Dear forum members,

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.
What does "testing coefficients across equations" and "being significant as a group" mean? Should I understand that it simply tells us whether one independent variable is relevant for the whole model? Can't this be seen from the significance of the variable in each regression of the multivariate model?

Thank you very much for your clarifications.

Link to the manual of -mvreg: https://www.stata.com/manuals13/mvmvreg.pdf