  The angular distribution of upward-going muons produced by atmospheric
neutrinos in the rock below the MACRO detector show anomalies in good agreement
with two flavor neutrino-mu ==> neutrino-tau oscillations with maximum mixing
and Delta m**2 around 0.0024 eV**2. Exploiting the dependence of magnitude of
the matter effect on oscillation channel, and using a set of 809 upward-going
muons observed in MACRO, we show that the two flavor neutrino-mu ==>
neutrino-sterile oscillation is disfavored with 99% C.L. with respect to
neutrino-mu ==> neutrino-tau.
