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FTEST: Stata module comparing two nested models using an F-test

Author

Listed:
  • Maarten L. Buis

    (University of Konstanz)

Programming Language

Stata

Abstract

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. 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.

Suggested Citation

  • Maarten L. Buis, 2008. "FTEST: Stata module comparing two nested models using an F-test," Statistical Software Components S456944, Boston College Department of Economics, revised 23 Jun 2008.
    • Handle: RePEc:boc:bocode:s456944
    Note: This module should be installed from within Stata by typing "ssc install ftest". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/f/ftest.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/ftest.hlp
    File Function: help file
    Download Restriction: no
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    More about this item

    Keywords

    regress; F-test; Fisher F; Stata;
    All these keywords.

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