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  • F-Test on two coefficients adding to 1

    Hello I ran a regression using this code:

    reg BTC_r GSPTSE_r SSE_r GSPC_r

    I'd like to use an F-test if the second and third coefficient add to one, as well as if the first coefficient is 0. What code can I use for this? Thanks.




  • #2
    Code:
    test GSPTSE_r = 0, notest
    test SSE_r + GSPC_r = 1, accum

    Comment


    • #3
      much appreciated

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