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st: testing the joint significance


From   Nirina F <[email protected]>
To   [email protected]
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
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