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  • Hello wonder whether someone knows the formula, by which stata do the f test for equality of coefficients.

    Hello, thank you in advance

    for example:

    code: reg price weight mpg
    price Coef. Std. Err. t P>t [95% Conf. Interval]
    weight 1.746559 .6413538 2.72 0.008 .467736 3.025382
    mpg -49.51222 86.15604 -0.57 0.567 -221.3025 122.278
    _cons 1946.069 3597.05 0.54 0.590 -5226.245 9118.382

    test weight=mpg
    ( 1) weight - mpg = 0
    F( 1, 71) = 0.36
    Prob > F = 0.5514


    I wonder whether someone knows the formula of this F test?

    Thank you so much!

  • #2
    did you look at the methods and formulas section of -test- in the manuals? you can get there by
    Code:
    help test
    and then click on the blue link near the top of the page and then click on methods and formulas when you're in the manual

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    • #3
      Click image for larger version

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      Thank you very much.

      I did look though that part, but I feel it doesn't answer my question. More importantly, like in this picture, the manual actually shows the formula after example 2, but doesn't show the formula after example 3.....what I want is just like this formula after example 2.....

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      • #4
        If there is a formula provided at the end of example 3, it will be very helpful for my question.

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        • #5
          Methods and formulas is at the end of the manual. You have to scroll to page 21. There is a formula for the F-test, and it involves matrix algebra.
          Be aware that it can be very hard to answer a question without sample data. You can use the dataex command for this. Type help dataex at the command line.

          When presenting code or results, please use the code delimiters format them. Use the # button on the formatting toolbar, between the " (double quote) and <> buttons.

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          • #6
            Thank you.

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