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.