FTEST: Stata module comparing two nested models using an F-test
Maarten Buis ()
Statistical Software Components from Boston College Department of Economics
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.
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.
References: Add references at CitEc
Citations Track citations by RSS feed
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456944
Ordering information: This software item can be ordered from
Access Statistics for this software item
More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().