Wald test

[Aktar]

Hi,

I made a wald test to check whether 3 coefficients from the the same estimates are equal. The output give me the following:

Test Statistic Value df Probability

F-statistic 1.622258 (2, 111) 0.2021
Chi-square 3.244517 2 0.1975


Null Hypothesis: C(5)=C(11)=C(17)
Null Hypothesis Summary:

Normalized Restriction (= 0) Value Std. Err.

C(5) - C(17) -0.568572 0.355130
C(11) - C(17) -0.619763 0.348872

i don't understand how the test is performed... Does it test (C(5) - C(17)) - (C(11) - C(17)) = 0 ?

Thank you very much.
Regards,
BK

[startz]

Hi,

I made a wald test to check whether 3 coefficients from the the same estimates are equal. The output give me the following:

Test Statistic Value df Probability

F-statistic 1.622258 (2, 111) 0.2021
Chi-square 3.244517 2 0.1975


Null Hypothesis: C(5)=C(11)=C(17)
Null Hypothesis Summary:

Normalized Restriction (= 0) Value Std. Err.

C(5) - C(17) -0.568572 0.355130
C(11) - C(17) -0.619763 0.348872

i don't understand how the test is performed... Does it test (C(5) - C(17)) - (C(11) - C(17)) = 0 ?

Thank you very much.
Regards,
BK

No. The F-tests tests the hypothesis that c(5)=c(11)=c(17). The last two lines are background information about possible individual t-tests.