--- Lina Jonsson <[email protected]> wrote:
> I'm using nl and would like to test equality between two coefficients
> after estimation. According to the Stata manual test is available
> after nl but I can't seem to get it to work.
The trick is to find out how Stata is calling your parameters. The
easiest way is to type -matrix list e(b)- after you estimated your
model. In this case you will find out that each parameter is a constant
(_cons) in it's own equation. Within the test syntax you refer to such
a parameter as [equation name]variable name . Notice that the variable
is in this case _cons and not the variable in the -nl- command. See the
example below.
*-------------- begin example -----------------------
sysuse auto, clear
nl (price = exp({b0} + {b1}*foreign + {b2}*weight) )
matrix list e(b)
test [b1]_cons = [b2]_cons
*----------------- end example ----------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
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 N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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