st: Tests on sums of coefficients?

["Michael S. Hanson" <mshanson@wesleyan.edu>]

tests sums of coefficients from a regression in a flexible, general 
manner.  As an example, I have a large number of regressions of the 
form

	. reg y x* z*

where x* is a long (and varying across regression specification) list 
of regressors.  I want to test the null hypothesis that the sum of the 
x variables in each regression is zero.  Ideally, I am looking for an 
extension to -testparm-, such as

	. testparm x*, sum

which -- similar to the way the -equal- option modifies the null for 
-testparm- to test for joint equality -- would return the test 
statistic for the null that the sum of the variables in varlist x* are 
zero.  (I have looked at the code of "testparm.ado" to see if I could 
make the addition myself, but the changes are well beyond my meager 
Stata programming skills.  (I have spent days just trying to figure out 
how to recursively define local macros in loops....)

	Thanks in advance for any assistance.

                                        -- Mike

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