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st: More on F test and the translog
Dear Stata list,
More on the F test for homogeniety: Although I was able to run the first
three test using the test, accumulate command, I was stumped at the fourth
one(see below). Note I am using a translog production function with three
inputs
The restrictions that must be jointly imposed are:
1. Beta11+Beta12+Beta13=0
2. Beta12+Beta22+Beta23=0
3. Beta13+Beta23+Beta33=0
4. Beta12=Beta21; Beta13=Beta31, Beta23=Beta32
The reason for this is that I when I estimate the translog, the coefficients
obtained are:
Beta11, Beta12, Beta13, Beta22, Beta23, and Beta33. But the fourth requires
that I must
have Beta21, Beta31 and Beta32?!
The equation estimated is:
LnY= constant+alpha1LnX1+alphaf2LnX2+alpha3LnX3+
beta11(Lnx1)sq+beta12[Lnx1.Lnx2]+beta12[Lnx1.Lnx3]+
beta22(Lnx2)sq+beta23[Lnx2.Lnx3]+
beta33(LnX3)sq
Sq= squared term.
Any thoughts?
Regards,
Ms. Gauri Khanna
Graduate Institute of International Studies
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