Wald coefficient restriction test.
The wald view carries out a Wald test of coefficient restrictions for an equation object.
Syntax
equation_name.wald restrictions
Enter the equation name, followed by a period, and the keyword. You must provide a list of the coefficient restrictions, with joint (multiple) coefficient restrictions separated by commas.
Options
Examples
eq1.wald c(2)=0, c(3)=0
tests the null hypothesis that the second and third coefficients in equation EQ1 are jointly zero.
eq2.wald c(2)=c(3)*c(4)
tests the non-linear restriction that the second coefficient in equation EQ2 is equal to the product of the third and fourth coefficients.
Cross-references