Question

Linear regression Number of obs = 714 F( 10, 703) = 18.63 Prob > F =...

Linear regression Number of obs = 714
F( 10, 703) = 18.63
Prob > F = 0.0000
R-squared = 0.2102
Root MSE = 7.748
Robust
finprof Coef. Std. Err. t P>t [99% Conf. Interval]
treatment 4.907879 .5935881 8.27 0.000 3.374736 6.441023
numstudents -.0030472 .0009961 -3.06 0.002 -.00562 -.0004745
numteachers .0252369 .0203227 1.24 0.215 -.0272533 .0777272
perc_fem .0570269 .0189111 3.02 0.003 .0081826 .1058712
perc_momsec .0414125 .0224185 1.85 0.065 -.0164909 .099316
perc_dadsec .0113967 .0244705 0.47 0.642 -.0518067 .0746001
perc_transfer -.0719767 .021672 -3.32 0.001 -.127952 -.0160015
perc_comp .0259924 .0187199 1.39 0.165 -.0223581 .074343
perc_failonce -.0945593 .016901 -5.59 0.000 -.1382119 -.0509067
perc_nowork -.0266942 .0173134 -1.54 0.124 -.071412 .0180237
_cons 55.85265 2.146482 26.02 0.000 50.30863 61.39667

As a way to test whether E[ui∨treatmenti]=0, researchers sometimes estimate a regression of treatment on other independent variables and check if they are jointly statistically significant. Perform this exercise by first regressing treatment on the following control variables (in a single regression): number of students in school, number of teachers in school, % female, % mother has secondary schooling, % father has secondary schooling, % receiving cash transfer, % with computer with internet, % students failed at least one year, % students not working.

Then perform a test of model significance, and comment on whether the result does or does not support the assumption E[ui∨treatmenti]=0

I DONT NEED AN EXACT ANSWER, I JUST NEED SOMEONE TO EXPLAIN HOW I WOULD GO ABOUT CHECKING IF THE VARIABLES ARE JOINTLY STATISTICALLY SIGNIFICANT USING STATA. THANKS IN ADVANCE!

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