On Sunday, September 7, 2014 5:47 PM, peter dalgaard <pda...@gmail.com> wrote: > On 06 Sep 2014, at 12:24 , bonsxanco <bonsxa...@yahoo.com> wrote: > > >> > >> 1) 8th grade algebra tells me B2/B1 == 0 <==> B2 =0; > > > > EViews (econometrics program) doesn't have the same opinion: > > > > Wald test on my real model (edited): > > > > * H0: B3/B2 = 0 -> F-stat = 37.82497 > > * H0: B3 = 0 -> F-stat = 16.31689 > > > And when the econometrics program contradicts what you learned in 8th grade, > surely the latter is wrong and the former is right, because it is done by a > computer and computers cannot be wrong? ;-) I simply thought that there was a "standard" way to do this: EViews and Stata both give the exact same F statistic for my original problem. Given that these programs were not developed by the same author (AFAIK), there is some specific way to reformulate the restriction which make EViews and Stata give the same answer.
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