Object Reference : Object View and Procedure Reference : Equation
  
 
fixedtest
Test joint significance of the fixed effects estimates.
Tests the hypothesis that the estimated fixed effects are jointly significant using and LR test statistics. If the estimated specification involves two-way fixed effects, three separate tests will be performed; one for each set of effects, and one for the joint effects.
Syntax
eq_name.fixedtest(options)
Options
 
p
Print output from the test.
Examples
equation eq1.ls(cx=f) sales c adver lsales
eq1.fixedtest
estimates a specification with cross-section fixed effects and tests whether the fixed effects are jointly significant.
Cross-references
See “Fixed Effects Testing” for discussion.
See also Equation::rcomptest for testing random for random components.