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st: RE: RE: Joint Wald test after NLSUR
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: RE: Joint Wald test after NLSUR
Date
Thu, 29 Jul 2010 00:46:03 +0200
<>
Strangely, -h nlsur- keeps quiet about the ingenious -coeflegend- option
which would have made Regio`s search for the right syntax considerably
easier.
***********
sysuse auto, clear
nlsur (turn = {a1}*length + {a2}*( {c} + weight)) /*
*/ (price = {b1}*length + {b2}*( {c} + weight))
nlsur, coefl
te (_b[a2:_cons]=0) (_b[b2:_cons]=0)
***********
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Martin Weiss
Sent: Donnerstag, 29. Juli 2010 00:41
To: [email protected]
Subject: st: RE: Joint Wald test after NLSUR
<>
***********
sysuse auto, clear
nlsur (turn = {a1}*length + {a2}*( {c} + weight ) ) (price =
{b1}*length + {b2}*( {c} + weight ) )
te (_b[a2:_cons]=0) (_b[b2:_cons]=0)
***********
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Regio Martins
Sent: Donnerstag, 29. Juli 2010 00:16
To: [email protected]
Subject: st: Joint Wald test after NLSUR
Dear Statalisters,
After the following NLSUR estimation:
nlsur (y1 = {a1}*x1 + {a2}*( {c} + x2 ) ) (y2 = {b1}*x1 + {b2}*( {c} + x2
) )
how do I test the joint hypothesis that {a2} and {b2} are zero using the
"test" command? I cannot find the right syntax to refer to these two
parameters...
Thank you,
Regio
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