English, Article edition: FTEST: Stata module comparing two nested models using an F-test Maarten L. Buis

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Bookmark: http://trove.nla.gov.au/version/102067
Physical Description
  • code
Language
  • English

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Title
  • FTEST: Stata module comparing two nested models using an F-test
Author
  • Maarten L. Buis
Physical Description
  • code
Notes
  • ftest compares two nested models estimated using regress and performs an F-test for the null hypothesis that the constraint implict in the restricted model holds. For example if a variable is left out of the restricted model, the implict constraint is that the coefficient for that variable equals zero. ftest is a convenience command; anything that can be done with ftest can be done with test, and it will produce exactly the same results. The difference is that with test the constraint needs to be explicitly specified, while with ftest the constraint is implicit.
  • regress, F-test, Fisher F
  • RePEc:boc:bocode:s456944
Language
  • English
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