help for ftest
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Title

    ftest --  compare two nested models using an F-test.

Syntax

        ftest modelspec1 [modelspec2]

    where modelspec is

        name|.

    where name is the name under which estimation results were saved using
        estimates store, and "." refers to the last estimation results,
        whether or not these were already stored.


Description

    ftest compares two nested models estimated using regress and performs an
    F-test for the null hypothesis that the constraint implict in the
    restricted model holds. For example if a variable is left out of the
    restricted model, the implict constraint is that the coefficient for that
    variable equals zero. To conduct the test, both the unrestricted and the
    restricted models must be fitted using regress, and the results of at
    least one must be stored using estimates store.

    modelspec1 and modelspec2 specify the restricted and unrestricted model
    in any order.  If modelspec2 is not specified, the last estimation result
    is used; this is equivalent to specifying modelspec2 as a period (.).


Remarks

    ftest is a convenience command; anything that can be done with ftest can
        be done with test, and it will produce exactly the same results. The
        difference is that with test the constraint needs to be explicitly
        specified, while with ftest the constraint is implicit. However, test
        will work with all vce types, while ftest will only work with the
        default vce type.


    ftest requires that both models are estimated on exactly the same sample.
        This can easily be violated when the restricted model leaves a
        variable out that contains missing values. The solution is to use the
        if qualifier in regress when estimating the restricted model, see the
        Examples below.


Examples

    Various ways specifying the models

    sysuse auto, clear
    reg price mpg foreign
    est store a
    reg price mpg
    est store b
    ftest a b
    ftest a .
    ftest a

    This test can also be performed using test

    est restore a
    test foreign

    this will cause an error because rep78 contains missing values

    reg price mpg rep78
    est store a
    reg price mpg
    est store b
    ftest a b

    this is the solution

    reg price mpg rep78
    est store a
    reg price mpg if e(sample)
    est store b
    ftest a b


Author

    Maarten L. Buis
    Vrije Universiteit Amsterdam
    Department of Social Research Methodology
    m.buis@fsw.vu.nl


Also see

    Online: regress estimates test lrtest