Hi Statalisters,

I have a question about interpreting post-estimation tests in Stata. Suppose I estimate a Probit regression to predict whether someone passes a test as a function of their sex (sex = {1,2}) and their level of education (educ={1,2,3}):

probit pass i.sex##i.educ

I then wish to test whether the predicted probability of passing the test is the same between sexes within each education group:

margins r.sex , at(educ=(1(1)3)) asobserved

The output in Stata includes a chi2 statistic and a p-value. My understanding is that this is asking Stata to test a linear restriction of model parameters, which can be done with, e.g., Wald or LR tests, both of which have associated test statistics that are chi-square distributed under the null of equality of the parameters. Which test is Stata doing here to generate the p-value? Or perhaps I am misinterpreting the output somehow? Any thoughts would be very helpful.

Thank you in advance!

- Roamie