testadd |

Test whether to add regressors to an estimated equation.

Tests the hypothesis that the listed variables were incorrectly omitted from an estimated equation (only available for equations estimated by list). The test displays some combination of Wald and LR test statistics, as well as the auxiliary regression.

Syntax

eq_name.testadd(options) arg1 [arg2 arg3 ...]

eq_name.testadd(options) arg1 [arg2 arg3 ...] [@nv x1 x2 x3 ...]

List the names of the series or groups of series to test for omission after the keyword.

For equations estimated using breakls, there are two types of added series, those with coefficients that break, and those with coefficients that are non-breaking. The former should be listed before, and the latter should be listed after the optional @nv keyword.

Options

prompt | Force the dialog to appear from within a program. |

p | Print output from the test. |

Examples

equation oldeq.ls sales c adver lsales ar(1)

oldeq.testadd gdp gdp(-1)

tests whether GDP and GDP(-1) belong in the specification for SALES using the equation OLDEQ.

Cross-references

See
“Coefficient Diagnostics” for further discussion.

See also
Equation::testdrop and
Equation::wald.