testdrop |

Test whether to drop regressors from a regression.

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

Syntax

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

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

tests whether ADVER should be excluded from the specification for SALES using a the equation OLDEQ.

Cross-references

See
“Coefficient Diagnostics” for further discussion of testing coefficients.

See also
Equation::testadd and
Equation::wald.