st: RE: RE: More on F test and the translog

["Gauri Khanna" <gwkhanna@hotmail.com>]

Dear Maarten and Nick,

Thank you for your reply. I am sorry if I was not clear.

The translog described in my email does not estimate Beta21, Beta31 and 
Beta32. The reason is because when one estimates the translog,, LnX1.LnX2 is 
the same as Ln.X2.LnX1, similarly for LnX2.LnX3=LnX3.LnX2 etc.. These cross 
products are not viewed as different from each other and hence only one of 
the pair is estimated.

But the homogeneity test requires equality between Beta(12)=Beta(21) etc in 
addition to the others..

I am new with this test for homogeneity and am hoping that I have got it 
correct.

Regards,

Gauri


> From: "Maarten Buis" <M.Buis@fsw.vu.nl>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: <statalist@hsphsun2.harvard.edu>
> Subject: RE: st: RE: More on F test and the translog
> Date: Thu, 13 Apr 2006 14:30:36 +0200
>
> Gauri:
> Where do Beta21, Beta31 and Beta32 come from? Please give us the
> stata command that produces them.
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z214
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Gauri Khanna
> Sent: donderdag 13 april 2006 14:21
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: RE: More on F test and the translog
>
> Even if I took them in turn the larger probem remains. Beta21, Beta31 and
> Beta32 are  not estimated in the translog.
>
>
> >From: "Nick Cox" <n.j.cox@durham.ac.uk>
> >Reply-To: statalist@hsphsun2.harvard.edu
> >To: <statalist@hsphsun2.harvard.edu>
> >Subject: st: RE: More on F test and the translog
> >Date: Thu, 13 Apr 2006 12:04:57 +0100
> >
> >Your "fourth restriction" looks to me like your fourth,
> >fifth and sixth restrictions put on one line. Try taking
> >them in turn.
> >
> >Gauri Khanna
> >
> > > 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
> > >
> > >
>
>
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