*! Version 1.0.0 09 August 2017

Title

nehtests ---- Postestimation command for nehurdle.

Syntax

nehtests

Description

nehtests displays Wald test of joint significance for the parameters of each
of the equations you are estimating, and for the overall model. The number of tests
will depend on the specification of your model you are estimating.

These tests are not valid if you are using nehurdle with svy estimation
results.

Examples

Data Setup

. webuse womenwk, clear

. replace wage = 0 if missing(wage)

. global xvars i.married children educ age

Homoskedastic Tobit

. nehurdle wage $xvars, tobit nolog

. nehtests

Heteroskedastic Exponential Truncated Hurdle

. nehurdle wage $xvars, expon het($xvars) nolog

. nehtests

Heteroskedastic Exponential Type II Tobit

. nehurdle wage $xvars, heckman expon het($xvars) nolog

. nehtests