Sorry, my last reply was vague. Let me clarify the first sentence:
Yes, that is the same thing, because the null is that all fixed effects
except the intercept is zero.
Best,
Johan Hellstrom
>Hi,
>
>Thanks for your reply.
>
>I've read the econometric book and it state that the null hypothesis
>for testing the group
>
>effect is all dummy parameters except one are zero. While the F-test
>that state on Stata
>
>result is that all u_i = 0 , so I'm not sure that I can use this F-test
>to check for group effect
>
>Best,
>
>A. Sura
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