Dear network,

I have 10 independent variables (x1, x2, x3, x4, x5, x6, x7, x8, x9, and x10) and five dependent variables (y1, y2, y3, y4, y5). I run the following regressions:

regress y1 x1 x2 x3 x4 x5 x6 x7 x8 x9 x10
regress y2 x1 x2 x3 x4 x5 x6 x7 x8 x9 x10
regress y3 x1 x2 x3 x4 x5 x6 x7 x8 x9 x10
regress y4 x1 x2 x3 x4 x5 x6 x7 x8 x9 x10
regress y5 x1 x2 x3 x4 x5 x6 x7 x8 x9 x10

I would like to test whether the coefficient of x1 is JOINTLY equal to 0 across all the five models. Similarly, I want to do it also for the rest of coefficients. This is, I would like to make 10 joint F-tests.

Any suggestion?

Thanks!