Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: why i can not test my paramerters?


From   oliazim <oliazim@yandex.ru>
To   statalist@hsphsun2.harvard.edu
Subject   st: why i can not test my paramerters?
Date   Mon, 13 Sep 2010 15:17:22 +0400

Dear Statalist members,

Whatever model i try i can not make the postestimation tests. I save my results in the memory but when i implement the test
the program says i do not have such the model (results) in the memory:

 gmm (Conditional:indexprem_c-{a0}-worldindex*{b1}-windex_cpi*{b_cpi}-windex_prr*{b_prr} -windex_oil*{b_oil}-windex_indust*{b_ind}), 
instruments(Conditional: worldindex windex_cpi windex_prr windex_oil windex_indust) wmatrix(hac bartlett 1)
warning: 46 missing values returned for equation 1 at initial values

GMM estimation 
Number of parameters =   6
Number of moments    =   6
Initial weight matrix: Unadjusted                     Number of obs  =    2038
GMM weight matrix:     HAC Bartlett 1


                  Coef.         Std. Err.         z         P>z     [95% Conf. Interval]
/a0          280.3314   190.6726     1.47   0.142     -93.3799    654.0428
/b1          1.407511   .6104374     2.31   0.021     .2110757    2.603946
/b_cpi    .0435326   .0096581      4.51   0.000     .0246031    .0624622
/b_prr    .1017181    .042862       2.37   0.018     .0177102    .1857261
/b_oil     .0300689   .0131397      2.29   0.022     .0043155    .0558223
/b_ind   -.0237336   .0145489    -1.63   0.103    -.0522489    .0047818


 estimates store Conditional

 testparm windex_cpi windex_prr windex_oil windex_indust, equation(Conditional)
equation Conditional not found
r(303);

 testparm worldindex indexprem_c windex_cpi windex_prr windex_oil windex_indust
no such variables
r(111);

Olga
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index