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st: F test for homogeneity


From   "Gauri Khanna" <[email protected]>
To   [email protected]
Subject   st: F test for homogeneity
Date   Wed, 12 Apr 2006 14:31:14 +0000

Deat Stata list,

I would like to run an F test using multiple restrictions on a translog production function with three inputs. This forms a test for homegeneity using the famous F test.

The restrictions that must be jointly imposed are:

1. Beta11+Beta12+Beta13=0
2. Beta21+Beta22+beta23=0
3. Beta31+Beta32+Beta33=0http://by112fd.bay112.hotmail.msn.com/cgi-bin/compose?&curmbox=00000000%2d0000%2d0000%2d0000%2d000000000001&a=8e97f2d6d33d18578baf68a0a3ed4538f9bf87ce76a05b31a9e3bf145a925032#
Send
4. Beta12=Beta21; Beta13=Beta31, Beta23=Beta32

Any one have a clue on how to perform this?

Thank you,

Gauri Khanna
Graduate Institute of International Studies
University of Geneva
www.righttofoodindia.org

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