# Illustrations of use of the "restrict" command open data4-10 # initial OLS ols 1 0 2 3 4 5 # Evaluate two zero restrictions restrict --quiet b[4] = 0 b[5] = 0 end restrict # Equivalent: use the "omit" command omit 4 5 # Now try a test for equality of coefficients ols 1 0 2 3 4 5 restrict --quiet b[4] - b[5] = 0 end restrict # Manual equivalent to the above... scalar essu = $ess scalar dfu = $df series vsum = WHITE + ADMEXP ols 1 0 2 3 vsum scalar essr = $ess scalar Fval = (essr - essu)/(essu/dfu) pvalue F 1 dfu Fval # Try testing for sum of coefficients ols 1 0 2 3 4 5 restrict --quiet b[WHITE] + b[ADMEXP] = 0 end restrict # Alternative method (t-test) coeffsum WHITE ADMEXP