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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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