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Re: st: Symmetry Test
From
Alex Olssen <[email protected]>
To
[email protected]
Subject
Re: st: Symmetry Test
Date
Wed, 11 May 2011 12:50:26 +1200
Dear Ana,
I presume you removed the symmetry restriction by adjusting the
variables `gij' = `gji' in the nlsurquaids.ado file.
To test the symmetry restrictions you could,
1) rename the program without symmetry as nlsurquaids2.ado
2) run the program without symmetry and obtain the log likelihood
scalar llnosymmetry = e(ll)
3) run the program with symmetry (the original nlsurquaids) and obtain
the log likelihood
scalar llsymmetry = e(ll)
4) implement the likelihood ratio test
the statistic is given by 2*(llnosymmetry - llsymmetry)
which follows a chi-squared distribution with the number of
restrictions as the degrees of freedom.
Kind regards,
Alex Olssen
On 11 May 2011 11:37, Ana <[email protected]> wrote:
> Dear Statalisters,
>
> I'm using Brian Pois nlsurquaids.ado to estimate a Four Demand Equations.
> I've excluded the symmetry restriction from this program in order to
> test this restriction.
>
> My model has the form:
> nlsur quaids @ w1 w2 w3 lnp1-lnp4 lnm, ifgnls nequations(3) param(a1
> a2 a3 b1 b2 b3 g11 g12 g13 g21 g22 g23 g31 g32 g33 l1 l2 l3) nolog
>
>
> Does anybody know how to test the symmetry restriction?
> I want to test if: g12=g21 g13=g31 g23=g32!
>
> Thanks a lot in advance.
> Best regards,
> Ana.
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