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st: A question about joint F-test
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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