Am 27.03.2019 um 01:09 schrieb Fred Engst:
Relating to the coeffsum and restrict command block, however, I have
a few questions. 1. In my script, I need to make the coeffsum be
quiet, but that seems not to be an option. Would it be hard to add
I agree that would be useful, similar to what has been added to (almost)
all similar commands over the past years.
(According to the reference it seems that the following test commands
still do not have such an option: hausman, meantest, runs, vartest,
2. Coeffsum gives a t-test reading while the restrict gives an
F-test result. I prefer the t-test result for it gives me the sign
the sum, but shouldn’t both be an F-test?
The tests are totally equivalent since the F version has just 1 d.o.f.:
ols consrat const ewr vwr
coeffsum ewr vwr
eval $test^2 # the F version
b(ewr) + b(vwr) = 0
Notice the identical p-values.