For whatever its worth, I notice, that -matvlc- does work if using "syntax 2" instead of "syntax 1":
. test _b[ag[1]]=1
( 1) ag[1] = 1
F( 1, 12) = 5.44
Prob > F = 0.0379
.
. test _b[time[1]]=1,accum
( 1) ag[1] = 1
( 2) time[1] = 1
F( 2, 12) = 5.46
Prob > F = 0.0206
.
. test _b[time[2]]=1,accum matvlc(M)
( 1) ag[1] = 1
( 2) time[1] = 1
( 3) time[2] = 1
F( 3, 12) = 4.05
Prob > F = 0.0334
. matrix l M
symmetric M[3,3]
c1 c2 c3
r1 11.959425
r2 0 5.1254677
r3 0 2.5627338 5.1254677
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Steichen, Thomas J.
Sent: Tuesday, February 24, 2009 2:12 PM
To: '[email protected]'
Subject: st: RE: Re: RE: AW: matvlc option not allowed after -anova-
Has anyone created a counter example?
i.e., where -test, test() matvlc()- works after -anova-?
If you trace this, you'll see it goes to an internal procedure called _test. It (or something it calls) generates the error. Since it is internal, the code cannot be traced.
Tom
-----------------------------------
Thomas J. Steichen
[email protected]
-----------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Martin Weiss
Sent: Tuesday, February 24, 2009 3:04 PM
To: [email protected]
Subject: st: Re: RE: AW: matvlc option not allowed after -anova-
<>
For anyone who wants to recreate Alan`s prob:
***********
clear*
input hr ag id time
84.2 0 1392 0
90.8 0 1392 4
76.1 0 1392 -7
63.6 0 6291 0
62.3 0 6291 -7
66.4 0 6291 4
77.3 1 4011 -7
82.1 1 4011 0
77.6 1 4011 4
51.6 1 5695 0
51.5 1 5695 4
47.9 1 5695 -7
59.7 1 6867 -7
57.1 1 6867 0
49.5 1 6867 4
73.8 1 7108 4
64.5 1 7108 -7
76.4 1 7108 0
72.8 1 7218 0
74.5 1 7218 4
66.2 1 7218 -7
end
l
anova hr ag/id|ag time
test,showorder
mat def cc=(1,1,0,0,0,0,0,0,0,0,0,0,0\1,0,1,0,0,0,0,0,0,0,0,0,0)
mat l cc
test,test(cc) mtest
test,test(cc) mtest matvlc(M)
************
I hope this leads to more discussion than witnessed so far...
HTH
Martin
_______________________
----- Original Message -----
From: "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To: <[email protected]>
Sent: Tuesday, February 24, 2009 7:30 PM
Subject: st: RE: AW: matvlc option not allowed after -anova-
> Martin - Yes, sorry - I should have given the full anova command. Here
> is full output for a reduced data set that gives the same error:
>
> Al
>
> . list hr ag id time,noobs
>
> +-------------------------+
> | hr ag id time |
> |-------------------------|
> | 84.2 0 1392 0 |
> | 90.8 0 1392 4 |
> | 76.1 0 1392 -7 |
> | 63.6 0 6291 0 |
> | 62.3 0 6291 -7 |
> |-------------------------|
> | 66.4 0 6291 4 |
> | 77.3 1 4011 -7 |
> | 82.1 1 4011 0 |
> | 77.6 1 4011 4 |
> | 51.6 1 5695 0 |
> |-------------------------|
> | 51.5 1 5695 4 |
> | 47.9 1 5695 -7 |
> | 59.7 1 6867 -7 |
> | 57.1 1 6867 0 |
> | 49.5 1 6867 4 |
> |-------------------------|
> | 73.8 1 7108 4 |
> | 64.5 1 7108 -7 |
> | 76.4 1 7108 0 |
> | 72.8 1 7218 0 |
> | 74.5 1 7218 4 |
> |-------------------------|
> | 66.2 1 7218 -7 |
> +-------------------------+
>
> anova hr ag/id|ag time
>
> Number of obs = 21 R-squared =
> 0.9268
> Root MSE = 4.23546 Adj R-squared =
> 0.8780
>
> Source | Partial SS df MS F Prob
> > F
> -----------+----------------------------------------------------
> Model | 2724.43049 8 340.553811 18.98
> 0.0000
> |
> ag | 302.399954 1 302.399954 0.65
> 0.4565
> id|ag | 2323.83339 5 464.766678
> -----------+----------------------------------------------------
> time | 98.1971419 2 49.0985709 2.74
> 0.1049
> |
> Residual | 215.269643 12 17.9391369
> -----------+----------------------------------------------------
> Total | 2939.70013 20 146.985006
>
> . test,showorder
>
> Order of columns in the design matrix
> 1: _cons
> 2: (ag==0)
> 3: (ag==1)
> 4: (time==-7)
> 5: (time==0)
> 6: (time==4)
> 7: (id==1392)*(ag==0)
> 8: (id==4011)*(ag==1)
> 9: (id==5695)*(ag==1)
> 10: (id==6291)*(ag==0)
> 11: (id==6867)*(ag==1)
> 12: (id==7108)*(ag==1)
> 13: (id==7218)*(ag==1)
>
> . matrix list cc
>
> cc[2,13]
> c1 c2 c3 c4 c5 c6 c7 c8 c9 c10 c11 c12 c13
> r1 1 1 0 0 0 0 0 0 0 0 0 0 0
> r1 1 0 1 0 0 0 0 0 0 0 0 0 0
>
> . test,test(c) mtest
>
> ( 1) _cons + ag[1] = 0
>
> ---------------------------------------
> | F(df,12) df p
> -------+-------------------------------
> (1) | 555.60 1 0.0000 #
> -------+-------------------------------
> all | 555.60 1 0.0000
> ---------------------------------------
> # unadjusted p-values
>
> . test,test(c) mtest matvlc(M)
> option matvlc() not allowed
> r(198);
>
> . .
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Martin
> Weiss
> Sent: Tuesday, February 24, 2009 11:46 AM
> To: [email protected]
> Subject: st: AW: matvlc option not allowed after -anova-
>
>
> <>
>
>
> Well, can you frame the problem in terms of an example that is
> accessible to all? It is hard to create one for oneself. Your -anova-
> is in replay mode, right?
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Feiveson,
> Alan H. (JSC-SK311)
> Gesendet: Dienstag, 24. Februar 2009 18:18
> An: [email protected]
> Betreff: st: matvlc option not allowed after -anova-
>
> Hi - I can't seem to get the syntax correct for the -matvlc- optin
> after anova. Here's what the help file says under anova postestimation:
>
>
> Syntax for test after anova
>
> test, test(matname) [mtest[(opt)] matvlc(matname)] syntax 1
>
> matvlc(matname), a programmer's option, saves the
> variance-covariance matrix
> of the linear combinations involved in the suite of tests. For
> the test
> Lb = c, what is returned in matname is LVL', where V is the
> estimated
> variance-covariance matrix of b.
>
> But when I try the -matvlc- option, I get an error:
>
> Can anyone tell me what's wrong?
>
> Thanks
>
> Al Feiveson
>
>
> . anova
>
> Number of obs = 45 R-squared =
> 0.8711
> Root MSE = 5.62952 Adj R-squared =
> 0.7975
>
> Source | Partial SS df MS F Prob
> >
> F
>
> -----------+----------------------------------------------------
> Model | 5997.12926 16 374.820579 11.83
> 0.0000
> |
> ag | 1212.91789 1 1212.91789 38.27
> 0.0000
> id|ag | 4084.81901 13 314.216847 9.91
> 0.0000
> time | 699.39236 2 349.69618 11.03
> 0.0003
> |
> Residual | 887.361024 28 31.6914652
>
> -----------+----------------------------------------------------
> Total | 6884.49028 44 156.465688
>
> . test,showorder
>
> Order of columns in the design matrix
> 1: _cons
> 2: (ag==0)
> 3: (ag==1)
> 4: (time==-7)
> 5: (time==0)
> 6: (time==4)
> 7: (id==1392)*(ag==0)
> 8: (id==4011)*(ag==1)
> 9: (id==5695)*(ag==1)
> 10: (id==6291)*(ag==0)
> 11: (id==6867)*(ag==1)
> 12: (id==7108)*(ag==1)
> 13: (id==7218)*(ag==1)
> 14: (id==7330)*(ag==0)
> 15: (id==7694)*(ag==1)
> 16: (id==8138)*(ag==0)
> 17: (id==8168)*(ag==0)
> 18: (id==8920)*(ag==1)
> 19: (id==9098)*(ag==0)
> 20: (id==9203)*(ag==1)
> 21: (id==9997)*(ag==0)
>
> . matrix list c
>
> c[2,21]
> c1 c2 c3 c4 c5 c6
> c7 c8
> r1 1 1 0 .33333333 .33333333 .33333333
> .14285714 0
> r1 1 0 1 .33333333 .33333333 .33333333
> 0 .125
>
> c9 c10 c11 c12 c13 c14
> c15 c16
> r1 0 .14285714 0 0 0 .14285714
> 0 .14285714
> r1 .125 0 .125 .125 .125 0
> .125 0
>
> c17 c18 c19 c20 c21
> r1 .14285714 0 .14285714 0 .14285714
> r1 0 .125 0 .125 0
>
> . test,test(c) mtest
>
> ( 1) _cons + ag[1] + .3333333 time[1] + .3333333 time[2] + .3333333
> time[3] + .1428571 id[1]*ag[1
>> ] + .1428571 id[4]*ag[1] + .1428571 id[8]*ag[1] + .1428571
>> id[10]*ag[1] +
> .1428571 id[11]*ag[1] +
>> .1428571 id[13]*ag[1] + .1428571 id[15]*ag[1] = 0
> ( 2) _cons + ag[2] + .3333333 time[1] + .3333333 time[2] + .3333333
> time[3] + .125 id[2]*ag[2] +
>> .125 id[3]*ag[2] + .125 id[5]*ag[2] + .125 id[6]*ag[2] + .125
>> id[7]*ag[2]
> + .125 id[9]*ag[2] + .1
>> 25 id[12]*ag[2] + .125 id[14]*ag[2] = 0
>
> ---------------------------------------
> | F(df,28) df p
> -------+-------------------------------
> (1) | 3883.24 1 0.0000 #
> (2) | 3313.40 1 0.0000 #
> -------+-------------------------------
> all | 3598.32 2 0.0000
> ---------------------------------------
> # unadjusted p-values
>
> . test,test(c) mtest matvlc(M)
> option matvlc() not allowed
> r(198);
>
> .
>
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