Wald coefficient restriction test.
The wald view carries out a Wald test of coefficient restrictions for a pool object.
Syntax
pool_name.wald restrictions
Enter the pool object 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
prompt | If no restrictions are specified, force the dialog to appear from within a program. |
p | Print the test results. |
Examples
pool panel us uk jpn
panel.ls cons? c inc? @cxreg ar(1)
panel.wald c(3)=c(4)=c(5)
declares a pool object with three cross section members (US, UK, JPN), estimates a pooled OLS regression with separate AR(1) coefficients, and tests the null hypothesis that all AR(1) coefficients are equal.
Cross-references