On Tue, 27 Sep 2011, Giuseppe Vittucci wrote: Yes. This is quite easily verified: <hansl> open data4-10 set echo off set messages off ols ENROLL 0 CATHOL PUPIL INCOME --robust # do a Wald test manually matrix R = zeros(2,4) R[1,3] = 1 R[2,4] = 1 matrix q = zeros(2,1) matrix b = $coeff scalar Fw = (R*b-q)'*inv(R*$vcv*R')*(R*b-q) / 2 scalar pv = pvalue(F, 2, $df, Fw) printf "*** manual Wald method: F = %g [%g]\n\n", Fw, pv # now use "restrict" restrict b3 = 0 b4 = 0 end restrict --quiet </hansl> Allin Cottrell