Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • nested model fit using F-test

    what is the correct command to find better model in stata.
    ftest (Unrestricted model) (Restricted model)
    OR
    ftest (Restricted model) (Unrestricted model)

    confused about the sequence of model input

    Last edited by naila hameed; 19 Jan 2019, 02:12.

  • #2
    The correct command is that you estimate the unrestricted model, and then you test the constraint by using the -test- post estimation command.

    Comment


    • #3
      i tested both restricted and unrestricted model and stored as m1 (unrestricted) m2(restricted). how to compare which one is better using f test

      Comment

      Working...
      X