Hi,
when I estimate a model, the coefficients are saved in $coeff, the SEs
in $stderr, but t-ratio and pvalue not in $test and $pvalue.
If I run the modtest command after ols coomand I get values that do not
correspond to the requested ones.
How come?
Thanks,
Paolo
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Paolo Chirico
RU e Prof.Agg. di Statistica Economica
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia