wald |

Wald coefficient restriction test.

The wald view carries out a Wald test of coefficient restrictions for an equation object.

Syntax

equation_name.wald restrictions

Enter the equation name, followed by a period, and the keyword. You must provide a list of the coefficient restrictions, with joint (multiple) coefficient restrictions separated by commas.

Options

p | Print the test results. |

Examples

eq1.wald c(2)=0, c(3)=0

tests the null hypothesis that the second and third coefficients in equation EQ1 are jointly zero.

eq2.wald c(2)=c(3)*c(4)

tests the non-linear restriction that the second coefficient in equation EQ2 is equal to the product of the third and fourth coefficients.

Cross-references

See
“Wald Test (Coefficient Restrictions)” for a discussion of Wald tests.