English, Article edition: ESTPARM: Stata module to save results from a parmest resultsset and test equality Roger Newson

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Bookmark: http://trove.nla.gov.au/version/103378
Physical Description
  • code
Language
  • English

Edition details

Title
  • ESTPARM: Stata module to save results from a parmest resultsset and test equality
Author
  • Roger Newson
Physical Description
  • code
Notes
  • estparm is an inverse of parmest. It inputs 2 or 3 variables in the varlist, containing parameter estimates, standard errors, and (optionally) degrees of freedom. It saves a set of estimation results for the parameters, assuming that the parameter estimates are statistically independent. estparmtest is an extended version of estparm, which also performs a chi-squared or F test of the hypothesis that all these parameters are equal. estparmtest can be used for performing interaction tests, using data from regression models for multiple subsets, stored in a parmest or parmby output dataset (or resultsset).
  • data manipulation, parameters, F test, interaction test
  • RePEc:boc:bocode:s456934
Language
  • English
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