Thanks for the reply. Actually, what I am really
looking for is the number of estimated parameters. I
am writing a do file to carry out a Chow/Wald test and
I'm having difficulty generating a variable for the
number of estimated parameters. Any help will be
appreciated. Thanks.
Louis
--- Maarten buis <[email protected]> wrote:
> --- Louis Boakye-Yiadom <[email protected]> wrote:
> > In the results generated by -regress-, is e(df_m)
> > equivalent to the number of estimated parameters
> less
> > 1?
>
> No, it is the number of observations minum the
> number of
> estimated parameters (including the constant). so it
> is
> N-1 in a regression without explanatory variables
> (in
> which case -regress- does nothing else than provide
> an
> estimate of the mean).
>
> Hope this helps,
> Maarten
>
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
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