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Re: st: test that all dummies are jointly not significant
On Jul 10, 2006, at 2:48 PM, Oleksandr Shepotylo wrote:
I have regression that include 150 dummies and would like to test that
d1+d2+...+d150=0
I can type all 150 dummies in
test d1=-d2-d3-...-d150
but is is very long.
Are there any shortcuts in the test command, or alternative command
to preform F test that all dummies are jointly not significant?
-testparm d*- or -testparm d1-d150- might work, depending on how
your series are named. See -help test- and -help varlist- for more
information. HTH.
-- Mike
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