Stata Test

The test command performs Wald tests.

Usage

The test command supports one type of syntax when called as itself, and a second type of syntax when called as testparm.

Test Syntax

Test that one or more coefficients are equal to 0.

// Coefficients represented by variables
test x1
test x1 x2

// Coefficients represented by factor indicators
test x1.a

Test that two coefficients are equal to each other.

// Coefficients represented by variables
test x1 = x2

// Coefficients represented by factor indicators
test x1.a = x2.a

If used after a multi-equation model was run, by default, these tests check that coefficients are equal to 0 in all equations. To specify an equation, try:

// Test equal to 0
test [y1]x1
test [y1]x1 [y2]x1

// Test equal to each other
test [y1]x1 = [y2]x1

// Alternative syntax:
test [y1=y2]: x1

Similarly, to test all coefficients between two equations, try:

// Test all coefficients for equality to each other
test [y1=y2]

// Or, if not all coefficients are common to both equations, try:
test [y1=y2], common

Linear transformations can also be tested for equality.

test x1 + x2 = 4
test 2*x1 = 3*x2

TestParm Syntax

Test that one or more coefficients are equal to 0.

// Coefficients represented by variables
testparm x1

// Standard varlist syntax applies
testparm x1-x9
testparm x*

// Coefficients represented by indicators
testparm i.x1

// Coefficients represented by interactions of indicators
testparm i.x1#i.x2

Test that two or more coefficients are equal to each other.

testparm i.x1, equal

If used after a multi-equation model was run, by default, these tests check that coefficients are equal to 0 in all equations. To specify an equation, try:

// Test equal to 0
testparm i.x1, equation(y1)

// Test equal to each other
testparm i.x1, equal equation(y1)

See also

Stata manual for test

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