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st: how to perform Wald tests with NLS


From   "Paulo Regis" <[email protected]>
To   <[email protected]>
Subject   st: how to perform Wald tests with NLS
Date   Fri, 12 Aug 2005 22:40:01 +0100

Dear all,

I am using nl command to estimate a nonlinear specification. In short, my model is:

y=C0+b0*(x1^b1)*(X2^b2)+C1*x3+C2*x4+e
 
and my output looks like

dgr5y   Coef   Std. Err.	
  C0	.02	.0083	etc.	
  b0	.06	.2828	etc.
  b1	1.2            .89	etc
  b2	.93	.282	etc
  C1	.97	.008	etc
 C2	.16	.008	etc


and I want to test C1=C2. I have tryed to use the test command after running my programs (both nl and ml) but it didnt work. If i type 

test C1+C2

it doesnt work althoug it perform "test C1" (the h0 is C1=0) but not "test C1=2". What can i do? I tryed two things. first I regressed

y=C0+b0*(x1^b1)*(X2^b2)+C1*(x3+x4)

and I did "test C1".
 In shorth, I want to know
1- why test didnt work?
2- It is ok to do the regression with x5=(x3+x4) and "test C1"? 

Cheers,

Paulo



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