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RE: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?
Date   Mon, 12 Oct 2009 13:18:09 +0100

It's not the end of line that does it; it's the end of the (logical) file. That's my point. 

Statements like that are very likely to be misinterpreted out of this context. 

Nick 
n.j.cox@durham.ac.uk 

Martin Weiss

" but I don't know any reason at all why local macros should die at the end of a line."


Well, Misha told us that he highlighted " ... a line of the do-file and hit the "do
selected lines" button". That being the case, any -macro- defined in that very line he just executed dies at the end of the line...

Nick Cox

Martin is clearly right to emphasise that local macros are local (to the program, do-file, do-file editor contents or interactive session in which they are defined) but I don't know any reason at all why local macros should die at the end of a line. 

Nick 
n.j.cox@durham.ac.uk 

Martin Weiss

-local-s are what you would guess from their very name: local. I.e., they are local to your Stata session, or to a do-file you execute. If you do this line-by-line, they die at the end of the line. So you have to use -global-s or execute the whole thing.

-local-s also do not take data type assignments such as "double". You can say 

*************
local double a 1
*************

but then you have created a -local- with name "double" that contains the string "a 1": Not at all what you wanted. Type "ma di" to see all -macro-s at any time...

As you would guess, there is an article by Nick on the subject, but the SJ archive does not answer my calls today. I always get " Query failed: Incorrect information in file: './statajournal/main.frm'"...

Misha Spisok

Thank you, Professor Nichols--this answers a question I didn't ask but
was at the back of my mind.  The formula I noted neglected any
possible covariance--is this the problem that arises in the context of
using two separate estimations on a single dataset?

I have two follow-up questions, one statistics-related and one Stata-related.

1. If I follow the -suest- in your example with the following:

. nlcom [r1_mean]_b[nearc4]/[r2_mean]_b[nearc4]

Does this give me the "correct" standard error?  If so, is the
difference (0.00001913) due to rounding?  I attempted to use doubles
in the code you provided, e.g., local double b1=_b[nearc4], but then I
can't even find a workaround to the problem in my second question.
When I get to

. di `b1'/`b2'*sqrt((`s2'/`b2')^2+(`s1'/`b1')^2-2*`c'/`b1'/`b2')

I get the error,

1572375310669762 invalid name

2. When I "do" (i.e., highlight a line of the do-file and hit the "do
selected lines" button) each line of code from a do-file editor, then
when I get to

di `b1'/`b2'

I get the error

invalid syntax

I (obviously to you probably, but not to me) don't have this problem
if I either (i) do the entire do-file at once or (ii) enter contents
interactively, line-by-line.  I do, however, have a similar problem,
as mentioned in my first question, if I change the local assignment to
a "local double" assignment.

I apologize for any imprecision or incorrect use in my terminology
about locals, doubles, etc.


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