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st: How to implement ranktest of matrix


From   Komi Agbemavi Mati <komi-agbemavi.mati.1@ulaval.ca>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: How to implement ranktest of matrix
Date   Wed, 7 Jul 2010 15:43:16 -0400

I  need to test whether the following matrix have rank 0, 1 or 2. I am trying to use     ranktest in stata but i don't know what to put in Y and what
 to put in Z as described in the help file.               

                                   dqdZ1           dqdz2
                                .0002178      .0000277   
                                 .0003644      .0000637  
				 .0022189     -.0004827   
				 .0012441      .0000804   
				 -.0182371    -.0013471  
				 .0026022      .0008305   

 When I try the following command
 ranktest  dqdZ1        dqdz2,
 I obtain

 Kleibergen-Paap rk LM test of rank of matrix
  Test assumes homoskedasticity (Anderson canonical correlations test)
 Test of rank=  0  rk=    4.12  Chi-sq(  1) pvalue=0.042450

 And  when I try  ranktest  dqdZ1        dqdz2, allrank,

 I obtain the same result. So I would like to know how to test  Ho: rank=1 or Ho:rank=2.

 Thanks
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