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From |
"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: How to implement ranktest of matrix |

Date |
Thu, 8 Jul 2010 00:39:53 +0100 |

Komi, > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Komi Agbemavi Mati > Sent: 07 July 2010 20:43 > To: statalist@hsphsun2.harvard.edu > Subject: st: How to implement ranktest of matrix > > 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, If you want to know the rank of a Stata matrix like the one above, you can use, say, the Mata function rank() (see help mf_rank). You would move the matrix from Stata into Mata and then use the rank() function. -ranktest- is different. (Mea culpa - on re-reading the help file, I think this could be clearer.) It is for testing the rank of a matrix of correlations or regression parameters. When you say ranktest dqdZ1 dqdz2 what is happening is basically the same thing as regressing dqdZ1 on dqdz2 and testing whether the regression parameter is nonzero (i.e., rank>0). I suspect this isn't what you want, and instead you want the rank of the Stata matrix above, but perhaps I'm wrong here. Hope this helps. Cheers, Mark > 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 > * > * 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/ > -- Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * 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/

**Follow-Ups**:**Re: st: RE: How to implement ranktest of matrix***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: How to implement ranktest of matrix***From:*Komi Agbemavi Mati <komi-agbemavi.mati.1@ulaval.ca>

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