destest [termlist] [using filename] [, joint equal outraw replace ndec(#) sigcut(numlist) sigsym(list) sigsep(#)
destest is a companion program for desmat. It is used after estimating a model to perform a Wald test on model terms. The termlist consists of one or more terms as specified in desmat. A term can 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 by destest, 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 joint is specified, destest will test instead whether all the effects in all the terms are jointly equal to zero. If the option equal is specified, destest will test whether the effects of each separate term are equal. The joint and equal options may be combined to test whether all effects are jointly equal, although this would be a somewhat peculiar hypothesis. Only the first letter of the joint and equal option is sigificant.
If using filename is specified then the results are written to a tab- delimited ascii file. The default extension for filename is .out (cf. outsheet). If filename already exists, desrep will attempt to find a valid filename by appending a number (see outshee2). The replace option can be used to overwrite an existing file.
The 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. destest places a symbol next to the Chi-square or F statistics to indicate whether these are significant at a certain level. The sigcut option is used to specify these levels of significance. The numlist should contain a list of values in descending order with the same number of elements as the string list in sigsym. 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 by sigcut. Default=(* **).
sigsep(#) spcifies the number of spaces between coefficients and symbols indicating significance. Default=0.
The following two options apply only if using has been specified to write the data to a tab-delimited ascii file:
outraw requests 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 the ndec option (default 3) and significance symbols are appended to coefficients if sigsep=0. Default=nooutraw.
replace specifies that any existing output file should be replaced. If not specified, destest appends 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 layout
Global 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_REPL
Options specified in the destest command string will override these global variables.
desmat creates global macro variables $term1, $term2, etc. containing a varlist for each term in the model. destest runs through each of these terms, finds the terms corresponding with the termlist, and runs testparm with the varlist corresponding with each term. If these global variables have not been defined, destest will only print header information. These global variables can of course also be used separately in testparm, sw, or related programs.
Manual: [R] Test On-line: help for desmat, desrep, outsheet, outshee2, showtrms, test