< >
You can't return a matrix as a local.
matrices:
r(b) : 1 x 1
r(V) : 1 x 1
. local junk `r(b)'
. di "`junk'"
matrix
You also must move r(b), r(V) to new matrices before you can refer to
their elements (as with e(b), E(V)).
You could extract the [1,1] element of r(b) and the [1,1] element of
r(V) and save them as locals and return them.
. mat b = r(b)
. local elt = b[1,1]
. di "`elt'"
.0000498711997947
etc.
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
On Oct 11, 2008, at 09:51 , Nadine Kalwey wrote:
Dear Kit,
I have some problems obtaining standard errors from nonlinear
combinations
of estimators after running a rolling regression. In July 2007, in the
context of "rolling" and "lincom" you suggested to someone to write a
'wrapper' program. I tried to do the same for 'nlcom':
program roll, rclass
version 9.2
syntax varlist(ts) if
regress `varlist' `if'
nlcom -(_b[l.mmr]/_b[l.lr])
return local b =`r(b)'
return local v =`r(V)'
end
and then try to execute the program with:
use emerging, clear
rolling b=r(b) v=r(V), window(60) saving(nadine, replace): roll lrd
l(1/2).lrd l(0/3).mmrd l.lr l.mmr if country ==4
Unfortunately, I receive the error message "matrix not found, an error
occurred when rolling executed roll, r(111)".
It would be great if you could help me with that!
Thanks for your time,
Best regards
Nadine
**********************************
Nadine Kalwey
University of Cologne
Department of Economic Policy
Wiso-Hochhaus, Room 731a
Albertus-Magnus Platz
D-50923 Köln
PHONE: +49 (0)221 470-2378
FAX: +49 (0)221 470-5188
email: [email protected]
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