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Re: st: A question about -regress-
I suppose my previous mail was not necessary since the
number of estimated parameters should then be equal
to:
number of observations - e(df_m).
Louis
--- Louis Boakye-Yiadom <[email protected]> wrote:
> Thanks for the reply. Actually, what I am really
> looking for is the number of estimated parameters. I
> am writing a do file to carry out a Chow/Wald test
> and
> I'm having difficulty generating a variable for the
> number of estimated parameters. Any help will be
> appreciated. Thanks.
>
> Louis
>
>
> --- Maarten buis <[email protected]> wrote:
>
> > --- Louis Boakye-Yiadom <[email protected]>
> wrote:
> > > In the results generated by -regress-, is
> e(df_m)
> > > equivalent to the number of estimated parameters
> > less
> > > 1?
> >
> > No, it is the number of observations minum the
> > number of
> > estimated parameters (including the constant). so
> it
> > is
> > N-1 in a regression without explanatory variables
> > (in
> > which case -regress- does nothing else than
> provide
> > an
> > estimate of the mean).
> >
> > Hope this helps,
> > Maarten
> >
> >
> >
> > -----------------------------------------
> > Maarten L. Buis
> > Department of Social Research Methodology
> > Vrije Universiteit Amsterdam
> > Boelelaan 1081
> > 1081 HV Amsterdam
> > The Netherlands
> >
> > visiting address:
> > Buitenveldertselaan 3 (Metropolitan), room Z434
> >
> > +31 20 5986715
> >
> > http://home.fsw.vu.nl/m.buis/
> > -----------------------------------------
> >
> >
> >
> >
>
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>
>
>
>
>
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