Joanne Marshall wrote:
for wald test for variabe abc, bcd, cda
which command do i use in stata in order to find out the chi2 value of this
wald test?
thank you very much, i have been working on the past exam paper and have not
been able to find a solution to this. i understand i should not ask homework
question here however i believe on this instance, this is not my homework
(revision for exam on tuesday!) so hopefully someone can give some
assistance.
any help is very much appreciated
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Stata reports F statistics after -regress- (linear models) when testing
multiple predictors jointly. I'm not sure why you'd want a chi-square test
statistic if you can obtain an F statistic, but you can use -glm- in order
to obtain the chi-square statistic and associated p-value if you're working
with linear models. It's illustrated below.
Joseph Coveney
sysuse auto
regress price mpg headroom trunk
test mpg headroom trunk // F statistic
glm price mpg headroom trunk, nolog
test mpg headroom trunk // chi-square statistic
exit
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