------------------------------------------------------------------------------- help fordestestJohn Hendrickx -------------------------------------------------------------------------------

destest

destest[termlist] [usingfilename] [,jointequaloutrawreplacendec(#)sigcut(numlist)sigsym(list)sigsep(#)

Description

destestis a companion program for desmat. It is used after estimating a model to perform a Wald test on model terms. Thetermlistconsists of one or more terms as specified in desmat. Atermcan consist of a single variable, or two or more variables separated by either asterisks or periods. If asterisks are used, they will be changed into periods bydestest, i.e. only the highest order interaction will be tested. If no arguments are specified, all terms from the last desmat model will be tested.The default is to test whether the effects of each separate term are equal to zero. If the option

jointis specified,destestwill test instead whether all the effects in all the terms are jointly equal to zero. If the optionequalis specified,destestwill test whether the effects of each separate term are equal. Thejointandequaloptions may be combined to test whether all effects are jointly equal, although this would be a somewhat peculiar hypothesis. Only the first letter of thejointandequaloption is sigificant.If

usingfilenameis specified then the results are written to a tab- delimited ascii file. The default extension forfilenameis.out(cf. outsheet). Iffilenamealready exists,desrepwill attempt to find a validfilenameby appending a number (see outshee2). Thereplaceoption can be used to overwrite an existing file.

OptionsThe options

ndec(),sigcut(),sigsym(),sigsep()have the same usage as in desrep.

ndec(#)specifies the number of decimal places. Default=3.

sigcut(numlist)specifies levels of significance to be indicated in the output.destestplaces a symbol next to the Chi-square or F statistics to indicate whether these are significant at a certain level. Thesigcutoption is used to specify these levels of significance. Thenumlistshould contain a list of values in descending order with the same number of elements as the string list insigsym. For example, sigcut(.1 .05 .01 .001) together with sigsym(# * ** ***) will use the symbols # for p < .1, * for p < .05, ** for p < .01, and *** for p < .001. The default is (.05 .01).

sigsym(list)specifies set of symbols corresponding with the levels of significance given bysigcut. Default=(* **).

sigsep(#)spcifies the number of spaces between coefficients and symbols indicating significance. Default=0.The following two options apply only if

usinghas been specified to write the data to a tab-delimited ascii file:

outrawrequests that results be written using their default formats, e.g. %9.0g for floats. In addition, a tab will be inserted between coefficients and significance symbols. Otherwise, the variables are written with a fixed number of decimal places as specified by thendecoption (default 3) and significance symbols are appended to coefficients ifsigsep=0. Default=nooutraw.

replacespecifies that any existing output file should be replaced. If not specified,destestappends a number to the filename if it already exists. If no valid name has been found after appending 1 to 20, the process stops and the output is not saved. Default=noreplace.

Macro variables to control layoutGlobal macro variables can be used to specify different defaults for these options, either for the session or for all Stata sessions, by placing the global variables in the user's profile.do.

$D_NDEC$D_SIGCUT$D_SIGSYM$D_SIGSEP$D_RAW$D_REPLOptions specified in the

destestcommand string will override these global variables.

Notesdesmat creates global macro variables

$term1,$term2, etc. containing avarlistfor each term in the model.destestruns through each of these terms, finds the terms corresponding with thetermlist, and runs testparm with thevarlistcorresponding with each term. If these global variables have not been defined,destestwill only print header information. These global variables can of course also be used separately in testparm, sw, or related programs.

Aso seeManual:

[R] TestOn-line: help for desmat, desrep, outsheet, outshee2, showtrms, test