RE: st: why i can not test my paramerters?

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

" Unfortunatly option -coeflegend- does  not work"


What exactly does not work? What is the error message? The example works
like a charm:


***********
sysuse auto, clear
gmm (mpg - {b1}*gear_ratio - {b2}*turn - {b0}), instruments(gear_ratio turn)
coeflegend
***********


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of oliazim
Sent: Montag, 13. September 2010 15:24
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: why i can not test my paramerters?

Hi Maarten,

Unfortunatly option -coeflegend- does  not work but i get all the names for
my coefficients:

 gmm
(Conditional:indexprem_c-{a0}-worldindex*{b1}-worldindex*cpi1*{b_cpi}-worldi
ndex*prr1*{b_prr}
-worldindex*woil_price1*{b_oil}-worldindex*c_industprod1*{b_ind}),
instruments(Conditional: worldindex cpi1 prr1 woil_price1 c_industprod1)
wmatrix(hac bartlett 1) variables(worldindex cpi1 prr1 woil_price1
c_industprod1) 
> title(Conditional coef)

Conditional coef
----------------------------------------------------------------------------
--
             |                 HAC
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
         /a0 |   241.2715    249.316     0.97   0.333     -247.379
729.9219
         /b1 |   1.542446   .8000236     1.93   0.054    -.0255714
3.110463
      /b_cpi |   .0225705   .0082786     2.73   0.006     .0063446
.0387963
      /b_prr |   .0766196   .0307461     2.49   0.013     .0163584
.1368808
      /b_oil |   .0254665   .0115072     2.21   0.027     .0029128
.0480203
      /b_ind |   .0019989   .0120944     0.17   0.869    -.0217057
.0257036
----------------------------------------------------------------------------
--


 estimates table Conditional

Variable   Conditional   

a0           
_cons   241.27148     

b1           
_cons    1.542446     

b_cpi        
_cons   .02257047**   

b_prr        
_cons   .07661963*    

b_oil        
_cons   .02546653*    

b_ind        
_cons   .00199891     

legend: * p<.05; ** p<.01; *** p<.001

 estimates store Conditional

 testparm _est_Conditional
no such variables
r(111);

 testparm _est_Conditional, equal equation(Conditional)
equation Conditional not found
r(303);

 estimates store Conditional

 testparm worldindex cpi1 prr1 woil_price1 c_industprod1
no such variables
r(111);

 testparm worldindex
no such variables
r(111);

Though I have:

 estimates dir Conditional

-------------------------------------------------------
        name | command      depvar       npar  title 
-------------+-----------------------------------------
 Conditional | gmm          no depvar       6  
-------------------------------------------------------


13.09.10, 15:57, "Maarten buis" <maartenbuis@yahoo.co.uk>:

> --- On Mon, 13/9/10, oliazim wrote:
>  > 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
>  > 
>  >  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);
>  
>  The reason is because you got the names of the parameters
>  wrong. Add the option -coeflegend- to your -gmm- command
>  to see how the coefficients are exactly named.
>  
>  Hope this helps,
>  Maarten
>  
>  --------------------------
>  Maarten L. Buis
>  Institut fuer Soziologie
>  Universitaet Tuebingen
>  Wilhelmstrasse 36
>  72074 Tuebingen
>  Germany
>  
>  http://www.maartenbuis.nl
>  --------------------------
>  
>  
>        
>  
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