= Stata test = The '''`test`''' command performs [[Statistics/WaldTest|Wald tests]]. <> ---- == Usage == As a demonstration: {{{ . use https://www.stata-press.com/data/r18/census3 (1980 Census data by state) . regress brate medage c.medage#c.medage i.region [snip] . test 3.region=0 ( 1) 3.region = 0 F( 1, 44) = 3.47 Prob > F = 0.0691 }}} The F statistic of the hypothesis is 3.47, corresponding to a significance level of about 0.07. In most settings, this would be considered insufficient to reject the null hypothesis: the factor is not significant. Note that the F distribution with 1 numerator degree of freedom is the t^2^ distribution, so the F statistic can be double-checked by squaring the previously-estimated t statistic on the corresponding coefficient. {{{ . test (2.region=0) (3.region=0) (4.region=0) ( 1) 2.region = 0 ( 2) 3.region = 0 ( 3) 4.region = 0 F( 3, 44) = 8.85 Prob > F = 0.0001 }}} The F statistic of the joint hypotheses is 8.85, corresponding to a significance level very close to 0. This is a strong basis to reject the joint null hypotheses: the variable is significant. === Expressions === Expressions are interpreted by these patterns, where `a` and `b` represent ''sub-expressions'' and `1` represents a scalar value. * `a`: hypothesis that a coefficient is equal to 0 * `a = 1`: hypothesis that a coefficient is equal to a scalar value * `a = b`: hypothesis that coefficients are equal to each other Expressions can be delimited with parentheses. Sub-expressions can be variable names, factor indicators, or linear combinations. For example: * `x1`: variable `x1` * `2.a`: factor indicator 2 of `a` * `2*x1`: linear combination of a variable * `x1+x2`: linear combination of variables If a multiple-equation model has been run, use the `[equation]variable` syntax to specify the hypothesis. For example, `test [y1]x1=[y3]x1`. ---- == See also == [[Stata/TestParm|testparm]] [[https://www.stata.com/manuals/rtest.pdf|Stata manual for test]] ---- CategoryRicottone