|
Size: 585
Comment: Initial commit
|
← Revision 5 as of 2025-11-06 20:48:59 ⇥
Size: 734
Comment: Notes
|
| Deletions are marked like this. | Additions are marked like this. |
| Line 1: | Line 1: |
| = TestParm = | = Stata testparm = |
| Line 3: | Line 3: |
| `testparm` is an alternative interface to the [[Stata/Test|test]] command. | '''`-testparm-`''' performs [[Statistics/WaldTest|Wald tests]] on regression coefficients. See also [[Stata/Test|-test-]]. |
| Line 13: | Line 15: |
| The `testparm` command functionally is identical to the [[Stata/Test|test]] command. Where `test` takes ''expressions'' representing one hypothesis (or many joint hypotheses), `testparm` takes a ''variable list'' (or factor indicators) and tests the joint hypothesis that each is 0. | `-testparm-` is identical to [[Stata/Test|-test-]] except that it only tests for equivalence to 0. Because it does not allow for non-zero tests, all arguments passed to `-testparm-` are known to be coefficient names, so syntax is generally simpler. |
| Line 15: | Line 17: |
| The following are equivalent: | The following two are equivalent: |
| Line 18: | Line 20: |
| test (2.region = 0) (3.region = 0) (4.region = 0) |
|
| Line 21: | Line 25: |
| The following two are also equivalent: |
|
| Line 22: | Line 28: |
| test (2.region=0) (3.region=0) (4.region=0) | test (_b[age] = 0) (_b[c.age#c.age] = 0) testparm c.age c.age#c.age |
Stata testparm
-testparm- performs Wald tests on regression coefficients.
See also -test-.
Contents
Usage
-testparm- is identical to -test- except that it only tests for equivalence to 0. Because it does not allow for non-zero tests, all arguments passed to -testparm- are known to be coefficient names, so syntax is generally simpler.
The following two are equivalent:
test (2.region = 0) (3.region = 0) (4.region = 0) testparm i(2/4).region
The following two are also equivalent:
test (_b[age] = 0) (_b[c.age#c.age] = 0) testparm c.age c.age#c.age