utest - generating missing values

[Sara Final]

Hello,

adding a squareterm of my independent variable I noticed an inverse curvlinear relationship.
I wanted to prove this with an utest.
The utest confirmed an inverse curvlinear realtionship, however it generates missing values. The number of missing values is higher than the obsevations included in my regression.
And above all in all the posts I read about utest here, I did not notice any missing values.
Is there any explanation for those missing values?


I ran the following regression:
regress nov scp scp_square fueausgaben size Gruppe1 Gruppe2 Gruppe4, vce(robust)

--------------------------------------------------------------------------------------
and afterwards the utest:


utest scp scp_square
(2,429 missing values generated)

Specification: f(x)=x^2
Extreme point: 2.630221

Test:
H1: Inverse U shape
vs. H0: Monotone or U shape

-------------------------------------------------
| Lower bound Upper bound
-----------------+-------------------------------
Interval | 0 8
Slope | .5074897 -1.036075
t-value | 4.291503 -3.378399
P>|t| | 9.44e-06 .0003739
-------------------------------------------------

Overall test of presence of a Inverse U shape:
t-value = 3.38
P>|t| = .000374


Another question: am I right that utest does not work after runing a Tobit regression?

Many Thanks in advance.

[Phil Bromiley]

You will increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. Replicating your problem on a small data set would help someone diagnose what is going on.

Utest is user written so help on the list serve depends on someone happening to have used that procedure. You may need to contact the authors.

[Dario Maimone Ansaldo Patti]

Can you post a sample of your data using dataex?