Hi everyone,
I'm trying to replicate some results from the chapter 'Discrete Response Models' of Wooldridge and I have a problem with the Wald test. More specifically, I want to test the joint significance of two variables, following a multinomial logistic model. Author demonstrates that despite the fact that the two variables are insignificant in the one status/choice of Y, Wald test for joint significance gives p-value 0.047, indicating that are jointly significant at the 5% level.
I used the following codes but none of them work: testnl _b[exper] = _b[expersq]
test exper expersq
I really appreciate any comments.
Regards,
Marianna
I'm trying to replicate some results from the chapter 'Discrete Response Models' of Wooldridge and I have a problem with the Wald test. More specifically, I want to test the joint significance of two variables, following a multinomial logistic model. Author demonstrates that despite the fact that the two variables are insignificant in the one status/choice of Y, Wald test for joint significance gives p-value 0.047, indicating that are jointly significant at the 5% level.
I used the following codes but none of them work: testnl _b[exper] = _b[expersq]
test exper expersq
I really appreciate any comments.
Regards,
Marianna
