st: df of F test after -sureg-

[Muyang Zhang <zmyfudan@gmail.com>]

Dear Statalists,

I have run -sureg- with dummies indicating fixed effect, and there are
some constraints imposed between the coefficients in the two equations
in the system.
I wish to apply a F test on a set of dummies (i.e., the existence of
fixed effects), but I cannot figure out the denominator degree of
freedom. Should the number of observations double as there are two
equations? Also does the constraints affect the df?

Best Regards,

--
Muyang Zhang
Ph. D. Candidate
China Center for Economic Research
Peking University
Beijing, 100871
China.
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