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Re: st: why i can not test my paramerters?
From
oliazim <[email protected]>
To
[email protected]
Subject
Re: st: why i can not test my paramerters?
Date
Mon, 13 Sep 2010 17:23:30 +0400
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}-worldindex*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" <[email protected]>:
> --- 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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