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From |
tanaka yoshi <[email protected]> |

To |
<[email protected]> |

Subject |
st: =?utf-8?Q?st:_test_of_nonlinear_combination=E2=80=8F=E2=80=8F=E2=80=8F_in?==?utf-8?Q?_MATRIX_form=E2=80=8F?= |

Date |
Sun, 13 Jan 2008 04:19:48 +0900 |

Dear Statalist I want to test nonlinear combination of estimators. i know the command for it is "nlcom," but i am in trouble because "nlcom" is not available in my case because the expressions which follow "nlcom" in the syntax are too long. my method is as follows: First, I estimated the following system equations by three stage least squares. A(t)=aX(t)+cA(t-1)////////////////////////eq. (1) A(t): 7*1 dependent variables in period t a: 7*24 parameters X(t): 24*1 independent variables in period t c: 7*7 parameters A(t-1): 7*1 independent variables in period (t-1) eq.(1) indicates the SHORT run effects, and i can test "a" and "c." this is easy. Second, I want to obtain the LONG run effects. assuming A(t)=A(t-1), eq.(1) becomes A(t)=inv(I-c)aX(t)///////////////////////// eq.(2) Finally, I want to test each element of "inv(I-c)a" using the estimation results of eq.(1). each element of "inv(I-c)a" is nonlinear combination of estimators obtaind in eq.(1). so generally, it is normal to use "nlcom," but the expression of each element in "inv(I-c)a" is too long to be available in "nlcom." could anyone tell me how to test each element of inv(I-c)a??? yoshi _________________________________________________________________ Hotmailがお届けする、幸せになるためのメールマガジン「ビジネス幸福論」実施中 http://go.windowslive.jp/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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