1. I believe the syntax is testnl _b[var1] = _b[var2]
2. Adding the variables together does not seem to be problem, see example
below.
Scott
. sysuse auto,clear
(1978 Automobile Data)
. nl(price = {alpha} + (mpg/10)^{beta1} + (weight+ length)/{beta2= 1}),
nolog
(obs = 74)
Source | SS df MS Number of obs =
74
-------------+------------------------------ F( 2, 71) =
14.52
Model | 184307375 2 92153687.4 Prob > F =
0.0000
Residual | 450758021 71 6348704.53 R-squared =
0.2902
-------------+------------------------------ Adj R-squared =
0.2702
Total | 635065396 73 8699525.97 Root MSE =
2519.664
Res. dev. =
1366.059
----------------------------------------------------------------------------
--
price | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
alpha | -648.8763 1421.597 -0.46 0.649 -3483.46
2185.708
beta1 | 5.058991 1.353238 3.74 0.000 2.360712
7.75727
beta2 | .4773436 .0940605 5.07 0.000 .2897923
.6648948
----------------------------------------------------------------------------
--
* Parameter alpha taken as constant term in model & ANOVA table
(SEs, P values, CIs, and correlations are asymptotic approximations)
. testnl _b[beta1] = _b[beta2]
(1) _b[beta1] = _b[beta2]
F(1, 71) = 10.74
Prob > F = 0.0016
. testnl _b[beta2] = 1
(1) _b[beta2] = 1
F(1, 71) = 30.88
Prob > F = 0.0000
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Paulo Regis
> Sent: Friday, August 12, 2005 4:40 PM
> To: [email protected]
> Subject: st: how to perform Wald tests with NLS
>
> 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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