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Re: st: 'test' after GLM with robust cluster option


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: 'test' after GLM with robust cluster option
Date   Mon, 13 Feb 2006 09:43:46 -0600

It will conduct a Wald test as described in the fine manuals. So to
the extent you  trust asymptotic results -- yes, it is.

On 2/13/06, [email protected] <[email protected]> wrote:
> Dear Statalisters,
>                   I am using GLM with robust estimation of standard error in an analysis. In this context, is it legitimate to use the 'test' command to conduct a test of global usefulness of the form
>   test b1=b2=b3=0
>
> I'd appreciate any comments on this.
>
> Thanks
>
> Leny
>
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--
Stas Kolenikov
http://stas.kolenikov.name

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