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st: Conditional testing - Two questions
From
David Ashcraft <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Conditional testing - Two questions
Date
Thu, 17 Jan 2013 22:37:09 -0800 (PST)
Hi Stata list,
I am running the following regression
y=a0+a1bt+a2bt*rt+a3bt*r^2t+a4btr^3t+et where t is the time subscript. Since the equation is non-linear so I an using -nl- as below:
nl (y = {b} + [{b}*{r}] +[{b}*{r}]^2 + [{b}*{r}]^3) where r=L.b
The outcome is:
(obs = 120)
Iteration 0: residual SS = .1996855
Iteration 1: residual SS = .1996855
Source | SS df MS
-------------+------------------------------ Number of obs = 120
Model | -8.3267e-17 0 . R-squared = -0.0000
Residual | .199685453 119 .001678029 Adj R-squared = -0.0000
-------------+------------------------------ Root MSE = .0409638
Total | .199685453 119 .001678029 Res. dev. = -427.2752
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
/r | -.000335 .0037395 -0.09 0.929 -.0077395 .0070695
/L.r | (omitted)
------------------------------------------------------------------------------
Parameter L.r taken as constant term in model & ANOVA table
I am a little confused here as the output for the non-linear variables are omitted. Is there a problem in my syntax?? or do I have to write the program as mentioned in the manual?
I also want to perform following conditional tests once I have the output:
a4=0
a3=0|a4=0
a2=0|a3=a4=0
First test is easy to implement in Stata with -test- command after regress. However, I need your help in implementing the remaining two commands.
Any help will be greatly appreciated.
Regards
David
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