qfitSlopeTest#

Purpose#

Performs a test of slope equality after quantileFit().

Format#

{ waldTest, p_value } = qFitSlopeTest()#

Parameters:

qout – Post-estimation filled qfitOut output structure.
joint (Scalar) – Indicator variable specifying to perform joint test.

Returns:

waldTest (Vector) – The statistic for testing the null joint hypothesis specified by the R and q inputs.
p_value (Vector) – The p-value associated with the Wald statistic.

Examples#

Basic test with estimation output structure#

The default settings of the waldTest() procedure test the joint hypotheses that all variables equal zero.

// Data file name
fname = __FILE_DIR $+ "regsmpl.dta";

// Set up tau for regression
tau = 0.35|0.55|0.85;

// Set up control structure
struct qfitControl qCtl;
qCtl = qfitControlCreate();

// Call quantileFit
struct qfitOut qOut;
qOut = quantileFit(fname, "ln_wage~age + age:age + tenure", tau, qCtl);

// Test slope equality
qfitSlopeTest(qOut, 1);

The code above will print a test summary.

===================================
Joint Test of Equality in Slopes :
tau in { 0.35 , 0.55 , 0.85 }
Model: ln_wage ~
age + age_age + tenure
-----------------------------------
F( 9, 28097 ):             138.2428
Prob > F :                   0.0000
===================================