Test whether to add regressors to an estimated equation.
Tests the hypothesis that the listed variables were incorrectly omitted from an estimated equation (only available for equations estimated by list). The test displays some combination of Wald and LR test statistics, as well as the auxiliary regression.
Syntax
testadd(options) arg1 [arg2 arg3 ...]
List the names of the series or groups of series to test for omission after the keyword. The test is applied to the default equation, if defined.
Options
prompt | Force the dialog to appear from within a program. |
p | Print output from the test. |
Examples
ls sales c adver lsales ar(1)
testadd gdp gdp(-1)
tests whether GDP and GDP(-1) belong in the specification for SALES. The commands:
Cross-references
See
“Coefficient Diagnostics” for further discussion.