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st: How to implement ranktest of matrix
From
Komi Agbemavi Mati <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: How to implement ranktest of matrix
Date
Wed, 7 Jul 2010 15:43:16 -0400
I need to test whether the following matrix have rank 0, 1 or 2. I am trying to use ranktest in stata but i don't know what to put in Y and what
to put in Z as described in the help file.
dqdZ1 dqdz2
.0002178 .0000277
.0003644 .0000637
.0022189 -.0004827
.0012441 .0000804
-.0182371 -.0013471
.0026022 .0008305
When I try the following command
ranktest dqdZ1 dqdz2,
I obtain
Kleibergen-Paap rk LM test of rank of matrix
Test assumes homoskedasticity (Anderson canonical correlations test)
Test of rank= 0 rk= 4.12 Chi-sq( 1) pvalue=0.042450
And when I try ranktest dqdZ1 dqdz2, allrank,
I obtain the same result. So I would like to know how to test Ho: rank=1 or Ho:rank=2.
Thanks
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