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  • boottest with cmp and multiple equations

    Dear statalist members,

    I want to use boottest with cmp and mulitple equations, and I don't know how to select the independent variable to be tested in a specific equation.
    for example :
    cmp (y1 = x1 x2) (y2 = x1 x3) ind($cmp_cont cmp_cont) vce(cluster clu)
    I want to first test x1 in the first equation but also x1 in the second equation.
    If i write :
    boottest x1
    It is for the estimate of the second equation, isn't it?
    However I want to test x1 in each of both equation. How can I do?

    Can you help me?

  • #2
    boottest emulates Stata's test command.
    "boottest x1" tests that the coefficients on x1 in *both* equations are 0.
    To test in just one equation, include the name of the equation. In cmp, the default name of the equation is its dependent variable. So do "boottest [y1]x1" or "boottest [y2]x1".


    • #3
      Thanks so much, David, for this fast and clear reply.