Dear Statalist
I need to test nonlinear combination shown in MATRIX form.
I estimated the following equation.
A(t)=aX(t)+cA(t-1) (1)
A(t): 7*1 dependent variables
a: 7*24 parameters
X(t): 24*1 independent variables
c: 7*7 parameters
A(t-1): 7*1 independent variables
using the estimation results for eq.(1), i want to test inv(I-c)a in eq.(2), which is parameters for X(t)
given A(t)=A(t-1), (1) becomes
(I-c)A(t)=aX(t)
A(t)=inv(I-c)aX(t) (2)
there is a command "nlcom" for nonlinear combination of parameters, but, as you know, it is not for matrix, but scalar.
i can calculate each element for inv(I-c) to use it in "nlcom." but the expression for each element is too long to be available in "nlcom."
could anyone please solve this problem? i would be soooo happy if you could do that.
yoshi
_________________________________________________________________
出会いがない、と嘆いているあなたにぴったりの恋人探し！まずは無料検索！
http://match.jp.msn.com/channel/index.aspx?avo=1&trackingid=1034447
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
