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Is it possible to perform multi-df tests for effects analyzed in AUXILIARY using R3STEP? If so, can some example code be given? I am trying to get a chunk test for all dummy indicators for a categorical predictor but not sure if there is code similar to MODEL TEST that would give that in this case. Thank you (and for the great software). |
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You would have to use the "manual" 3-step approach and in the last step use Model Test. See Section 3 for how to setup manual 3 step estimation. http://statmodel.com/download/webnotes/webnote15.pdf |
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Thank you. |
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