Null hypothesis in the omitted variables test

[trubador]

I believe the null hypothesis in the omitted variables test should either read "..are NOT jointly significant..." or "...are jointly INsignificant..."

Code: Select all

wfcreate u 100
series x1 = nrnd
series x2 = nrnd
series y = 2 + .8*x1 + 0.2*x2 + @rnorm

equation eq1.ls y c
freeze(omitted) eq1.testadd x1 x2
omitted.setfillcolor(2) orange

equation eq2.ls y c x1 x2
freeze(redundant) eq2.testdrop x1 x2
redundant.setfillcolor(2) orange

show omitted
show redundant