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]

From |
Richard Herron <richard.c.herron@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-) |

Date |
Fri, 16 Sep 2011 09:39:45 -0400 |

I found a hackish solution. * ----- begin code ----- * combine regressions with -eststo- and add -wntestq- with -estadd- webuse friedman2, clear generate ln_m1 = ln(m1) eststo clear eststo: quietly arima DS4.ln_m1, ar(1) ma(2) quietly predict res_1, residuals quietly wntestq res_1 estadd scalar Q = r(stat) eststo: quietly arima DS4.ln_m1, ar(1) ma(1/2) quietly predict res_2, residuals quietly wntestq res_2 estadd scalar Q = r(stat) eststo: quietly arima DS4.ln_m1, ar(1/2) ma(2) quietly predict res_3, residuals quietly wntestq res_3 estadd scalar Q = r(stat) eststo: quietly arima DS4.ln_m1, ar(1/2) ma(1/2) quietly predict res_4, residuals quietly wntestq res_4 estadd scalar Q = r(stat) * and create tables with -esttab- esttab, stats(aic bic Q) noobslast nomtitles * ----- end code ----- Programming is the next task in my R-to-Stata switch. I will update when I learn how to code a -estadd_wntestq- solution. On Wed, Sep 14, 2011 at 20:32, Richard Herron <richard.c.herron@gmail.com> wrote: > > I have an -esttab- table with multiple -arima- models to which I would > like to add Q stats made with -wntestq-. I can't use -estadd scalar- > because Q stats are not part of -arima- objects. Is there a way that I > can chain together -predict, residuals- and -wntestq- to add Q stats > to my -esttab- table? Thanks! > > Here is some code (including how I would find Q stats "manually"): > > * ----- begin code ----- > * I know how to combine regressions with -eststo- > webuse friedman2, clear > generate ln_m1 = ln(m1) > eststo clear > eststo: quietly arima DS4.ln_m1, ar(1) ma(2) > eststo: quietly arima DS4.ln_m1, ar(1) ma(1/2) > eststo: quietly arima DS4.ln_m1, ar(1/2) ma(2) > eststo: quietly arima DS4.ln_m1, ar(1/2) ma(1/2) > > * and create tables with -esttab- > esttab, aic bic noobslast nomtitles > > * I would like to add Q stats to each model with -estadd-, but I can't > figure out how > > * here's how I find Q stats "manually" > quietly arima DS4.ln_m1, ar(1/2) ma(1/2) > predict res, residuals > wntestq res, lags(8) > * ----- end code ----- > * > * 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/

**Follow-Ups**:**Re: st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-)***From:*Stas Kolenikov <skolenik@gmail.com>

**References**:**st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-)***From:*Richard Herron <richard.c.herron@gmail.com>

- Prev by Date:
**st: Panel data** - Next by Date:
**Re: st: GLS interpretation** - Previous by thread:
**st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-)** - Next by thread:
**Re: st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-)** - Index(es):