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From | Nirina F <fstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: testing the joint significance |
Date | Tue, 11 Jan 2011 09:24:16 +0300 |
Hello All, I am looking at the following problem: use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta reg lw s expr tenure rns smsa iq ivreg2 lw s expr tenure rns smsa (iq=med kww age) Now, I would like to see the effect of being married on lw. The married variable dummy is "mrt" I split the sample into two and I run the same regression above with the married and non-married sample and got the coefficients for each sample. Now I would like to do it differently: I will multiply all the variables with the "mrt" dummy and then I would like to test the joint significance of the main slope and intercept. I know how to test the joint significance of the variables but I don't know how to do the joint significance of the main slope and intercept. Thank you in advance for your help. Nirina * * 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/