The “accum” option allows you to test multiple coefficients simultaneously..
. test deflator=0
( 1) deflator = 0.0
F( 1,
9) = 0.03
Prob > F = 0.8631
. test gnp=0, accum
( 1) deflator = 0.0
( 2) gnp = 0.0
F( 2,
9) = 0.80
Prob > F = 0.4776
. test populatn, accum
( 1) deflator = 0.0
( 2) gnp = 0.0
( 3) populatn = 0.0
F( 3,
9) = 1.75
Prob > F = 0.2270
Alternatively, if your variables are in the correct order, you can use the “testparm” which jointly tests the significance of var1 to var2 in the variable list.
. testparm deflator-populatn
( 1) deflator = 0.0
( 2) gnp = 0.0
( 3) populatn = 0.0
F( 3,
9) = 1.75
Prob > F = 0.2270
Coefficients of 2 variables have specific nonzero values
. test populatn=0.5
( 1) populatn = .5
F( 1,
9) = 5.94
Prob > F = 0.0375
. test time=1000, accum
( 1) populatn = .5
( 2) time = 1000.0
F( 2,
9) = 7.48
Prob > F = 0.0122
Difference between 2 coefficients has a specific nonzero value
. test deflator - unemploy=20
( 1) deflator - unemploy = 20.0
F( 1,
9) = 0.00
Prob > F = 0.9734