 |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
RE: st: A question about -regress-
Louis -
Regarding writing a do file to carry out a Chow test, you can do a Chow test with -suest-. See example 2 in the help file. There are also several Stata FAQs about Chow tests.
Sarah
-----Original Message-----
From: [email protected] on behalf of Louis Boakye-Yiadom
Sent: Wed 1/16/2008 10:13 AM
To: [email protected]
Subject: Re: st: A question about -regress-
Thanks for the reply. Actually, what I am really
looking for is the number of estimated parameters. I
am writing a do file to carry out a Chow/Wald test and
I'm having difficulty generating a variable for the
number of estimated parameters. Any help will be
appreciated. Thanks.
Louis
--- Maarten buis <[email protected]> wrote:
> --- Louis Boakye-Yiadom <[email protected]> wrote:
> > In the results generated by -regress-, is e(df_m)
> > equivalent to the number of estimated parameters
> less
> > 1?
>
> No, it is the number of observations minum the
> number of
> estimated parameters (including the constant). so it
> is
> N-1 in a regression without explanatory variables
> (in
> which case -regress- does nothing else than provide
> an
> estimate of the mean).
>
> Hope this helps,
> Maarten
>
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
__________________________________________________________
> Sent from Yahoo! Mail - a smarter inbox
> http://uk.mail.yahoo.com
>
> *
> * 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/
>
___________________________________________________________
Support the World Aids Awareness campaign this month with Yahoo! For Good http://uk.promotions.yahoo.com/forgood/
*
* 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/
<<winmail.dat>>