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Re: st: RE: how to generate a variable using the estimation results


From   Oleksandr Shepotylo <shepotil@econ.umd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: how to generate a variable using the estimation results
Date   Fri, 03 Nov 2006 17:50:06 +0200

Thank you,

I need this rho to transform my exogenous variables X(NxK) by mulitplying them by the following matrix:

X*=rho*W*X, where W is (NxN)

so I planned to calcualte rho*X and use mata to calculate W*(rho*X).

But you are right, I can save a scalar rho and use it in mata expressions when I need it.

Thanks,

Oleksandr

Nick Cox wrote:


This sounds like a bad idea. The parameter can be saved as a scalar or a local macro, but using a variable for
the same number again and again is usually unnecessary.
Still, there might be a good idea, or you might insist, so if so try
gen rho = _b[/rho]
but consider also

scalar rho = _b[/rho]
Nick n.j.cox@durham.ac.uk
Oleksandr Shepotylo



After non linear estimaition which estimates parameters rho and sigma of the following form

nl (z=h1*{rho}+h2*{rho}^2+h3*{sigma2}), in(rho -0.5 sigma2 1) iterate(200)

I want to generate a variable rho that takes the value of the estimated parameter {rho}

gen rho=???


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