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st: A question about joint F-test


From   "Hui Wang" <[email protected]>
To   [email protected]
Subject   st: A question about joint F-test
Date   Mon, 29 Jan 2007 04:21:50 +0000

Hi, All

Look at the following regression:
xi: reg y i.x1*i.x2

where x1 takes 5 value, x2 takes 2 value.

after the regression, I can run the F-test:
xi: testparm i.x1*i.x2

which will give me the joint significance test for both the main effect of x1 and x2 and their interaction effects.

My question is, what if I want to exclude the main effect of x2 in F-test, and only test the main effect of x1 and its interaction with x2? How to write the command?

Thanks,

Jackie

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