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FTEST: Stata module comparing two nested models using an F-test

Maarten Buis ()

Statistical Software Components from Boston College Department of Economics

Abstract: ftest compares two nested models estimated using regress and performs an F-test for the null hypothesis that the constraint implict in the restricted model holds. For example if a variable is left out of the restricted model, the implict constraint is that the coefficient for that variable equals zero. ftest is a convenience command; anything that can be done with ftest can be done with test, and it will produce exactly the same results. The difference is that with test the constraint needs to be explicitly specified, while with ftest the constraint is implicit.

Language: Stata
Requires: Stata version 8.2
Keywords: regress; F-test; Fisher F (search for similar items in EconPapers)
Date: 2008-06-19, Revised 2008-06-23
Note: This module should be installed from within Stata by typing "ssc install ftest". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/ftest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/ftest.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456944

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