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
pool_name.testdrop(options)arg1[arg2 arg3 ...]
List the names of the 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
pool1.testdrop(p) x?
drops X? from the existing pool specification and prints the results of the test.