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  • Wald test from GLM estimation

    Hi,
    I am using Stata 18 and am performing a GLM estimation using survey design effects and would be interested in the p-value of a Wald test of co-efficients. The idea is to have something in line of an ANOVA but through GLM.
    My example data is
    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input byte(id strata weight) str1 popgroup str6 gender int(inc_01 inc_02) long popgroup_r
     1 10 10 "A" "Male"    1500  360 1
     2 20  8 "B" "Female"  1200  450 2
     3 30 17 "A" "Female"   130  120 1
     4 10 15 "C" "Male"     500  300 3
     5 20  9 "A" "Female"   750  900 1
     6 20 10 "C" "Female"  2000  560 3
     7 10 25 "B" "Male"   10000  450 2
     8 20  8 "B" "Male"    1500  280 2
     9 30  8 "B" "Female"  1050  720 2
    10 30 13 "A" "Male"     400  360 1
    11 10 17 "A" "Female"   360 1000 1
    12 30 24 "C" "Female"   490  900 3
    13 30 12 "A" "Male"     250  530 1
    14 20 15 "B" "Female"   400  820 2
    15 10  3 "A" "Male"    2500  640 1
    16 20 12 "C" "Female"  1300  520 3
    17 20 16 "B" "Female"   800  130 2
    18 20 17 "A" "Male"     540  140 1
    19 10 24 "C" "Female"   690  150 3
    20 20 12 "B" "Female"   520  650 2
    21 20  3 "A" "Male"     600  240 1
    22 30  2 "B" "Female"   700  130 2
    23 30  8 "C" "Male"     700  200 3
    24 20 14 "B" "Female"   600  300 2
    25 30  4 "B" "Male"     400  500 2
    end
    label values popgroup_r popgroup_r
    label def popgroup_r 1 "A", modify
    label def popgroup_r 2 "B", modify
    label def popgroup_r 3 "C", modify
    and the code am using is

    Code:
    svy: glm  inc_01 i.popgroup_r, family(gaussian) link(identity) ml
    Thanks in advance!

  • #2
    Code:
    testparm i.popgroup_r

    Comment


    • #3
      Thanks so much Clyde Schechter This is super helpful.

      Comment

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