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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

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 20:54:51 +0200 |

<> " Would the article happen to be, "Speaking Stata: On Numbers and Strings"?" Not quite, although it is certainly worth reading... "Should I re-post my other follow-up question (re: -suest- and -nlcom-) as a new post or add it to this thread?" That is a judgement you have to make, depending on whether it is interesting to someone perusing the archives to also know about the side issue you are about to broach... HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Misha Spisok Sent: Montag, 12. Oktober 2009 20:04 To: statalist@hsphsun2.harvard.edu Subject: Re: st: How to implement Wald estimator (for IV that is a ratio of coefficients)? Would the article happen to be, "Speaking Stata: On Numbers and Strings"? As has been suggested, there's more reading I need to do to clear this up in my mind--I'm doing that now... Thanks for all the suggestions. Should I re-post my other follow-up question (re: -suest- and -nlcom-) as a new post or add it to this thread? Best, Misha On Mon, Oct 12, 2009 at 5:20 AM, Martin Weiss <martin.weiss1@gmx.de> wrote: > > <> > > > > Yes, that was really sloppy... > > Even now that the SJ archive is running again, I cannot find the article I wanted to refer Misha to. But still, [U], 18.3., may serve him equally well... > > > > HTH > Martin > > > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Nick Cox > Gesendet: Montag, 12. Oktober 2009 14:18 > An: statalist@hsphsun2.harvard.edu > Betreff: RE: st: How to implement Wald estimator (for IV that is a ratio of coefficients)? > > 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. > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How to implement Wald estimator (for IV that is a ratio of coefficients)?***From:*Misha Spisok <misha.spisok@gmail.com>

**Re: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?***From:*Misha Spisok <misha.spisok@gmail.com>

**Re: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?***From:*Austin Nichols <austinnichols@gmail.com>

**Re: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?***From:*Misha Spisok <misha.spisok@gmail.com>

**RE: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**RE: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: How to implement Wald estimator (for IV that is a ratio of coefficients)?***From:*Misha Spisok <misha.spisok@gmail.com>

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