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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