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st: df of F test after -sureg-
From
Muyang Zhang <[email protected]>
To
[email protected]
Subject
st: df of F test after -sureg-
Date
Wed, 11 Jan 2012 22:31:41 +0800
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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