Am 30.09.2019 um 03:21 schrieb Allin Cottrell:
OK, but these are just use cases for determining the statistical
significance of a single (unique) regressor. I agree that task is not
that uncommon, but it's easily accomplished without use of "omit".
If you take a look at the help for omit it's pretty clear (I think) that
it's not intended for that purpose: "It calculates a Wald test for the
joint significance of the variables in varlist, which should be a subset
of the independent variables in the model last estimated." The subset
can have just one member, but it's expected to be a proper subset. And
"By default the restricted model is estimated and it replaces the
original as the 'current model'".
To be honest I don't find that totally clear (I thought subset was meant
in contrast to superset), but it's no big deal, and I admit that I
haven't checked back on the doc for 'omit'.
However, I guess at least the error message could be adjusted, it
currently says "not available for this estimator".
thanks
sven