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st: why i can not test my paramerters?
From
oliazim <[email protected]>
To
[email protected]
Subject
st: why i can not test my paramerters?
Date
Mon, 13 Sep 2010 15:17:22 +0400
Dear Statalist members,
Whatever model i try i can not make the postestimation tests. I save my results in the memory but when i implement the test
the program says i do not have such the model (results) in the memory:
gmm (Conditional:indexprem_c-{a0}-worldindex*{b1}-windex_cpi*{b_cpi}-windex_prr*{b_prr} -windex_oil*{b_oil}-windex_indust*{b_ind}),
instruments(Conditional: worldindex windex_cpi windex_prr windex_oil windex_indust) wmatrix(hac bartlett 1)
warning: 46 missing values returned for equation 1 at initial values
GMM estimation
Number of parameters = 6
Number of moments = 6
Initial weight matrix: Unadjusted Number of obs = 2038
GMM weight matrix: HAC Bartlett 1
Coef. Std. Err. z P>z [95% Conf. Interval]
/a0 280.3314 190.6726 1.47 0.142 -93.3799 654.0428
/b1 1.407511 .6104374 2.31 0.021 .2110757 2.603946
/b_cpi .0435326 .0096581 4.51 0.000 .0246031 .0624622
/b_prr .1017181 .042862 2.37 0.018 .0177102 .1857261
/b_oil .0300689 .0131397 2.29 0.022 .0043155 .0558223
/b_ind -.0237336 .0145489 -1.63 0.103 -.0522489 .0047818
estimates store Conditional
testparm windex_cpi windex_prr windex_oil windex_indust, equation(Conditional)
equation Conditional not found
r(303);
testparm worldindex indexprem_c windex_cpi windex_prr windex_oil windex_indust
no such variables
r(111);
Olga
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