Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?


From   Misha Spisok <[email protected]>
To   [email protected]
Subject   Re: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?
Date   Mon, 12 Oct 2009 11:04:28 -0700

Would the article happen to be, "Speaking Stata: On Numbers and Strings"?

As has been suggested, there's more reading I need to do to clear this
up in my mind--I'm doing that now...

Thanks for all the suggestions.

Should I re-post my other follow-up question (re: -suest- and -nlcom-)
as a new post or add it to this thread?

Best,

Misha

On Mon, Oct 12, 2009 at 5:20 AM, Martin Weiss <[email protected]> wrote:
>
> <>
>
>
>
> Yes, that was really sloppy...
>
> Even now that the SJ archive is running again, I cannot find the article I wanted to refer Misha to. But still, [U], 18.3., may serve him equally well...
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected] [mailto:[email protected]] Im Auftrag von Nick Cox
> Gesendet: Montag, 12. Oktober 2009 14:18
> An: [email protected]
> Betreff: RE: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?
>
> It's not the end of line that does it; it's the end of the (logical) file. That's my point.
>
> Statements like that are very likely to be misinterpreted out of this context.
>
> Nick
> [email protected]
>
> Martin Weiss
>
> " but I don't know any reason at all why local macros should die at the end of a line."
>
>
> Well, Misha told us that he highlighted " ... a line of the do-file and hit the "do
> selected lines" button". That being the case, any -macro- defined in that very line he just executed dies at the end of the line...
>
> Nick Cox
>
> Martin is clearly right to emphasise that local macros are local (to the program, do-file, do-file editor contents or interactive session in which they are defined) but I don't know any reason at all why local macros should die at the end of a line.
>
> Nick
> [email protected]
>
> Martin Weiss
>
> -local-s are what you would guess from their very name: local. I.e., they are local to your Stata session, or to a do-file you execute. If you do this line-by-line, they die at the end of the line. So you have to use -global-s or execute the whole thing.
>
> -local-s also do not take data type assignments such as "double". You can say
>
> *************
> local double a 1
> *************
>
> but then you have created a -local- with name "double" that contains the string "a 1": Not at all what you wanted. Type "ma di" to see all -macro-s at any time...
>
> As you would guess, there is an article by Nick on the subject, but the SJ archive does not answer my calls today. I always get " Query failed: Incorrect information in file: './statajournal/main.frm'"...
>
> Misha Spisok
>
> Thank you, Professor Nichols--this answers a question I didn't ask but
> was at the back of my mind.  The formula I noted neglected any
> possible covariance--is this the problem that arises in the context of
> using two separate estimations on a single dataset?
>
> I have two follow-up questions, one statistics-related and one Stata-related.
>
> 1. If I follow the -suest- in your example with the following:
>
> . nlcom [r1_mean]_b[nearc4]/[r2_mean]_b[nearc4]
>
> Does this give me the "correct" standard error?  If so, is the
> difference (0.00001913) due to rounding?  I attempted to use doubles
> in the code you provided, e.g., local double b1=_b[nearc4], but then I
> can't even find a workaround to the problem in my second question.
> When I get to
>
> . di `b1'/`b2'*sqrt((`s2'/`b2')^2+(`s1'/`b1')^2-2*`c'/`b1'/`b2')
>
> I get the error,
>
> 1572375310669762 invalid name
>
> 2. When I "do" (i.e., highlight a line of the do-file and hit the "do
> selected lines" button) each line of code from a do-file editor, then
> when I get to
>
> di `b1'/`b2'
>
> I get the error
>
> invalid syntax
>
> I (obviously to you probably, but not to me) don't have this problem
> if I either (i) do the entire do-file at once or (ii) enter contents
> interactively, line-by-line.  I do, however, have a similar problem,
> as mentioned in my first question, if I change the local assignment to
> a "local double" assignment.
>
> I apologize for any imprecision or incorrect use in my terminology
> about locals, doubles, etc.
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index