Abstract:
estparm is an inverse of parmest. It inputs 2 or 3 variables in the varlist, containing parameter estimates, standard errors, and (optionally) degrees of freedom. It saves a set of estimation results for the parameters, assuming that the parameter estimates are statistically independent. estparmtest is an extended version of estparm, which also performs a chi-squared or F test of the hypothesis that all these parameters are equal. estparmtest can be used for performing interaction tests, using data from regression models for multiple subsets, stored in a parmest or parmby output dataset (or resultsset).
Language: Stata Requires: Stata version 11.0 Keywords:data manipulation; parameters; F test; interaction test (search for similar items in EconPapers) Date: 2008-04-23, Revised 2009-09-04 Note: This module should be installed from within Stata by typing "ssc install estparm". Windows users should not attempt to download these files with a web browser. References:Add references at CitEc CitationsTrack citations by RSS feed
More software in Statistical Software Components from Boston College Department of Economics Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Contact information at EDIRC. Series data maintained by Christopher F Baum ().