Wald test
Posted: Mon Oct 24, 2016 9:15 am
Hi,
I made a wald test to check whether 3 coefficients from the the same estimates are equal. The output give me the following:
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
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