-h test- has a section at the bottom about multiple equations. Just note the difference in the following
**********
webuse laborsup, clear
ivprobit fem_work fem_educ kids (other_inc = male_educ)
*both equations
test other_inc fem_educ
*only "main" equation
test[fem_work]: other_inc fem_educ
**********
HTH
Martin
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of sara borelli
Sent: Thursday, August 14, 2008 12:45 PM
To: [email protected]
Subject: st: test after ivprobit
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
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