Re: st: SUREG: Testing sum of coefficients

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Thu, 25/2/10, mai7777 wrote:
> I'm running a SUREG, and in addition to testing that the
> coefficients are jointly equal to zero, I want to test
> that the sum of the coefficients on the same variable
> across all the equations in the system is equal to zero.

*------------------------ begin example ------------------------
sysuse auto, clear
sureg (price foreign weight length) ///
      (mpg foreign weight)          ///
	  (displacement foreign weight)
test _b[price:foreign]+_b[mpg:foreign]+_b[displacement:foreign]=0
*-------------------------- end example -------------------------
( For more on how to use examples I sent to statalist see:
 http://www.maartenbuis.nl/stata/exampleFAQ.html )

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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