<p>This is most likely a <a href="https://en.wikipedia.org/wiki/Chi-squared_distribution" rel="nofollow noreferrer"><span class="math-container">$\chi^2$</span> distribution</a> with a degree of freedom of 3. From Wikipedia:</p>
<blockquote>
<p>In probability theory and statistics, the chi-squared distribution [...] with k degrees of freedom is the distribution of a sum of the squares of k independent standard normal random variables.</p>
</blockquote>

CC BY-SA 4.0
2021-10-21T07:24:26.710Z
2021-10-21T07:46:56.460Z
2021-10-21T07:46:56.460Z
Giskard
<p>It is a beginner question but I did not find a good explanation so I am asking here. Hope that I received the help from the community.</p>
<p>Today I run a joint null test individually like that</p>
<pre><code>test (tau0=0) (tau1=0) (tau2=0)
</code></pre>
<p>And the result is</p>
<pre><code>( 1)  tau0 = 0
 ( 2)  tau1 = 0
 ( 3)  tau2 = 0

           chi2(  3) =    1.12
         Prob &gt; chi2 =    0.7717
</code></pre>
<p>I am wondering what does the numbers <strong>2</strong> and <strong>3</strong> in <strong>chi2(3)</strong> mean. I did a search from <a href="https://en.wikipedia.org/wiki/Chi-squared_test" rel="nofollow noreferrer">Wikipedia</a> but I did not fully get it.</p>

CC BY-SA 4.0
2021-10-21T07:23:56.080Z
You should probably mention the program you are running.
Giskard
CC BY-SA 4.0
2021-10-21T12:13:16.793Z
@Giskard it is STATA, thank you
Nguyen Lis
CC BY-SA 4.0
2021-10-23T13:07:55.427Z
I don't want to be mean, but you could just google this, if you just enter chi(3) stata into google you get answer in the first result
csilvia
<econometrics><stata>
What does chi p(q) mean?
Nguyen Lis
# What does chi p(q) mean?

(Asked by: username_0 on 2021-10-21)

It is a beginner question but I did not find a good explanation so I am asking here. Hope that I received the help from the community.
Today I run a joint null test individually like that
test (tau0=0) (tau1=0) (tau2=0)

And the result is
( 1)  tau0 = 0
 ( 2)  tau1 = 0
 ( 3)  tau2 = 0

           chi2(  3) =    1.12
         Prob > chi2 =    0.7717

I am wondering what does the numbers 2 and 3 in chi2(3) mean. I did a search from Wikipedia but I did not fully get it.

**Tags:** econometrics, stata
> **Comments:**
> **username_1**: You should probably mention the program you are running.  
> **username_0**: @Giskard it is STATA, thank you  
> **username_2**: I don't want to be mean, but you could just google this, if you just enter chi(3) stata into google you get answer in the first result  

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## 1 answers

### Answer by username_1 on 2021-10-21. Score: 4 | Accepted answer

This is most likely a [$\chi^2$ distribution](https://en.wikipedia.org/wiki/Chi-squared_distribution) with a degree of freedom of 3. From Wikipedia:

> In probability theory and statistics, the chi-squared distribution [...] with k degrees of freedom is the distribution of a sum of the squares of k independent standard normal random variables.


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