Dear Statalist members,
I am estiamting a probit model with endogenous regressor.
ivprobit y1 x1 x2 x3 ....xn (y2=z1 z2)
where y2 is my endogenous variable. I want to test the joint significance of some of the X's in the main equation, thus I type
test x1 x2 x3;
but stata reports:
( 1) [y1] x1= 0
( 2) [y2] x1= 0
( 3) [y1] x2= 0
( 4) [y2] x2= 0
( 5) [y1] x3= 0
( 6) [y2] x3= 0
so it seems that it tests each X also in the reduced form of y2. What should I do if I want to have a test of the joint signficance of the coeffcients in the main equation only ?
thank you for any help
Sara
Posta, news, sport, oroscopo: tutto in una sola pagina.
Crea l'home page che piace a te!
www.yahoo.it/latuapagina
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
