-testparm _I*-
Does the trick every time. We usually do pairwise tests with -test- and then
-testparm _I*-. We use this sequence of commands so much
that I wrote an ado-file that performs the whole sequence after the
estimation command (tell me if you'd like to see it).
Joel
Hui Wang writes:
> Hi, All,
>
> When we use xi command in regression, say "xi: reg y x1 i.x2", and suppose
> that the discrete variable x2 takes 10 possible value. After the regression,
> what is the command to test the joint significance of the x2 dummies
> generated by stata?
>
> I've tried the following:
>
> xi: reg y x1 x2
>
> xi: test i.x2;
> test _Ix2_*;
> test _Ix2_1-_Ix2_9;
>
> Neither of them works. (I really do not want to enter something like: test
> _Ix2_1 _Ix2_2 ... _Ix2_9.)
>
> Please tell me your solution. Thanks.
>
> Jackie
>
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--
Joel J. Adamson
Biostatistician
Pediatric Psychopharmacology Research Unit
Massachusetts General Hospital
Boston, MA 02114
(617) 643-1432
(303) 880-3109
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