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st: Testing independence of factor variables in a non-linear specification


From   Tanuku AP <[email protected]>
To   <[email protected]>
Subject   st: Testing independence of factor variables in a non-linear specification
Date   Sun, 10 Jul 2011 15:56:09 -0400

Hello all,

I am writing to request validation on Stata's --test-- for independence of factor variables in non-linear models.  


Based on the following snippet, would it be OK to claim that [H0: interaction terms do not matter] null hypothesis cannot be rejected at the 1% and 5% levels?



*****************

. probit choice age disabled##income  i.receduc i.sex, nolog

. testparm disabled#income

 ( 1)  [broadband]1.disabled#2.income = 0
 ( 2)  [broadband]1.disabled#3.income = 0
 ( 3)  [broadband]1.disabled#4.income = 0
 ( 4)  [broadband]1.disabled#5.income = 0

           chi2(  4) =    7.89
         Prob > chi2 =    0.0956

**************




--Tanuku
 		 	   		  
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