刚学stata,遇到下面这题。请大家帮帮忙,真心求教!
educ = 0 + β1 sibs + β2 meduc + β3 feduc + u.
1. Test at 1% level if the three variables are individually significant against a two-sided
alternative.
2. Test at 1% level if the coefficient of feduc is statistically different from 0.5 against a
two-sided alternative by rewriting the model appropriately. Then, verify your result
by using the “lincom” command.
3. Build a confidence interval (C.I.) at 99% confidence level of the parameter on feduc.
Can you reject the null hypothesis at point 2 using this C.I.? Why?
4. Test at 1% level the overall significance of the model using the SSR version of the
F-statistic (you have to estimate both the restricted and the unrestricted model).
Then, verify your result by using the “test” command.