Stata test

The test command performs 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 t² 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

testparm

Stata manual for test

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