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Re: st: RE: how to generate a variable using the estimation results
From |
Kyle Hood <[email protected]> |
To |
[email protected] |
Subject |
Re: st: RE: how to generate a variable using the estimation results |
Date |
Fri, 3 Nov 2006 11:10:23 -0500 (EST) |
what does the notation _b[/rho] do? Why _b[]? why /?
Kyle
On Fri, 3 Nov 2006, Oleksandr Shepotylo wrote:
Thank you,
I need this rho to transform my exogenous variables X(NxK) by mulitplying
them by the following matrix:
X*=rho*W*X, where W is (NxN)
so I planned to calcualte rho*X and use mata to calculate W*(rho*X).
But you are right, I can save a scalar rho and use it in mata expressions
when I need it.
Thanks,
Oleksandr
Nick Cox wrote:
This sounds like a bad idea. The parameter can be saved as a scalar or a
local macro, but using a variable for
the same number again and again is usually unnecessary.
Still, there might be a good idea, or you might insist, so if so try
gen rho = _b[/rho]
but consider also
scalar rho = _b[/rho]
Nick [email protected]
Oleksandr Shepotylo
After non linear estimaition which estimates parameters rho and sigma of
the following form
nl (z=h1*{rho}+h2*{rho}^2+h3*{sigma2}), in(rho -0.5 sigma2 1) iterate(200)
I want to generate a variable rho that takes the value of the estimated
parameter {rho}
gen rho=???
*
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*
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* http://www.ats.ucla.edu/stat/stata/