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

["Michael S. Hanson" <mshanson@mac.com>]

On Apr 13, 2006, at 10:05 AM, Gauri Khanna wrote:

> 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..
	If I understand you correctly, you have already imposed \beta_{ij} =  
\beta_{ji} -- that is, symmetry -- in your estimation.  Hence, you  
cannot test your "fourth" restriction, as it holds by assumption.   
Hope that helps.



> > > > 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
                                        -- Mike


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/