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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 17:44:38 +0400
The error is again:
estimates store conditional
testparm _b[a0:_cons]
variable _b not found
r(111);
Though I have:
Conditional coef
------------------------------------------------------------------------------
| Coef. Legend
-------------+----------------------------------------------------------------
/a0 | 241.2715 _b[a0:_cons]
/b1 | 1.542446 _b[b1:_cons]
/b_cpi | .0225705 _b[b_cpi:_cons]
/b_prr | .0766196 _b[b_prr:_cons]
/b_oil | .0254665 _b[b_oil:_cons]
/b_ind | .0019989 _b[b_ind:_cons]
------------------------------------------------------------------------------
HAC standard errors based on Bartlett kernel with 1 lags.
Instruments for equation 1: worldindex cpi1 prr1 woil_price1 c_industprod1
_cons
13.09.10, 17:27, "Martin Weiss" <[email protected]>:
>
> <>
>
> " 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: [email protected]
> [mailto:[email protected]] On Behalf Of oliazim
> Sent: Montag, 13. September 2010 15:24
> To: [email protected]
> 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" :
>
> > --- 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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> >
> >
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