Grocer Function
NAME
waldf0 - Wald F-test
CALLING SEQUENCE
[fstat,fprb,dfnum,dfden]=waldf0(resultr,resultu)
PARAMETERS
Input
-
resultr = results tlist from ols() restricted regression
-
resultu = results tlist from ols() unrestrcted regression
Output
- fstat = {(essr - essu)/#restrict}/{essu/(nobs-nvar)}
-
fprb = marginal probability for fstat
DESCRIPTION
Computes Wald F-test for two regressions. Results are stored as numbers and are not displayed on screen.
EXAMPLE
[fstat,f_pvalue,dfnum,dfden]=waldf0(resultr,resultu)
This example is taken from function waldf. Useful mainly for programming purpose (since jbnorm does much more).
AUTHOR
Eric Dubois 2002