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
pool_name.testadd(options) [x1 x2 ...] [@cxreg z1 z2 ...] [@perreg z3 z4 ...]
List the names of the series to test for omission after the keyword.
Options
prompt | Force the dialog to appear from within a program. |
p | Print output from the test. |
Examples
pool1.testadd gdp? @cxreg inc?
tests the addition of the pool series GDP? to the common coefficients list and INC? to the cross-section specific coefficients list.
Cross-references
See
“Coefficient Diagnostics” for further discussion.