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st: RE: RE: Re: RE: AW: matvlc option not allowed after -anova-


From   "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: RE: Re: RE: AW: matvlc option not allowed after -anova-
Date   Tue, 24 Feb 2009 14:19:10 -0600

For whatever its worth, I notice, that -matvlc- does work if using "syntax 2" instead of "syntax 1":

. test _b[ag[1]]=1

 ( 1)  ag[1] = 1

       F(  1,    12) =    5.44
            Prob > F =    0.0379


. 
. test _b[time[1]]=1,accum

 ( 1)  ag[1] = 1
 ( 2)  time[1] = 1

       F(  2,    12) =    5.46
            Prob > F =    0.0206


. 
. test _b[time[2]]=1,accum matvlc(M)

 ( 1)  ag[1] = 1
 ( 2)  time[1] = 1
 ( 3)  time[2] = 1

       F(  3,    12) =    4.05
            Prob > F =    0.0334


. matrix l M

symmetric M[3,3]
           c1         c2         c3
r1  11.959425
r2          0  5.1254677
r3          0  2.5627338  5.1254677 





-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Steichen, Thomas J.
Sent: Tuesday, February 24, 2009 2:12 PM
To: '[email protected]'
Subject: st: RE: Re: RE: AW: matvlc option not allowed after -anova-

Has anyone created a counter example?

  i.e., where -test, test() matvlc()- works after -anova-?

If you trace this, you'll see it goes to an internal procedure called _test. It (or something it calls) generates the error. Since it is internal, the code cannot be traced.

Tom

-----------------------------------
Thomas J. Steichen
[email protected]
-----------------------------------

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Martin Weiss
Sent: Tuesday, February 24, 2009 3:04 PM
To: [email protected]
Subject: st: Re: RE: AW: matvlc option not allowed after -anova-

<>

For anyone who wants to recreate Alan`s prob:

***********
clear*
input  hr  ag id time
84.2 0 1392 0
90.8 0 1392 4
76.1 0 1392 -7
63.6 0 6291 0
62.3 0 6291 -7
66.4 0 6291 4
77.3 1 4011 -7
82.1 1 4011 0
77.6 1 4011 4
51.6 1 5695 0
51.5 1 5695 4
47.9 1 5695 -7
59.7 1 6867 -7
57.1 1 6867 0
49.5 1 6867 4
73.8 1 7108 4
64.5 1 7108 -7
76.4 1 7108 0
72.8 1 7218 0
74.5 1 7218 4
66.2 1 7218 -7
end
l
anova hr ag/id|ag time
test,showorder
mat def cc=(1,1,0,0,0,0,0,0,0,0,0,0,0\1,0,1,0,0,0,0,0,0,0,0,0,0)
mat l cc
test,test(cc) mtest
test,test(cc) mtest matvlc(M)
************

I hope this leads to more discussion than witnessed so far...


HTH
Martin
_______________________
----- Original Message -----
From: "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To: <[email protected]>
Sent: Tuesday, February 24, 2009 7:30 PM
Subject: st: RE: AW: matvlc option not allowed after -anova-


> Martin - Yes, sorry - I should have given the full anova command. Here 
> is full output for a reduced data set that gives the same error:
>
> Al
>
> . list hr ag id  time,noobs
>
>  +-------------------------+
>  |   hr   ag     id   time |
>  |-------------------------|
>  | 84.2    0   1392      0 |
>  | 90.8    0   1392      4 |
>  | 76.1    0   1392     -7 |
>  | 63.6    0   6291      0 |
>  | 62.3    0   6291     -7 |
>  |-------------------------|
>  | 66.4    0   6291      4 |
>  | 77.3    1   4011     -7 |
>  | 82.1    1   4011      0 |
>  | 77.6    1   4011      4 |
>  | 51.6    1   5695      0 |
>  |-------------------------|
>  | 51.5    1   5695      4 |
>  | 47.9    1   5695     -7 |
>  | 59.7    1   6867     -7 |
>  | 57.1    1   6867      0 |
>  | 49.5    1   6867      4 |
>  |-------------------------|
>  | 73.8    1   7108      4 |
>  | 64.5    1   7108     -7 |
>  | 76.4    1   7108      0 |
>  | 72.8    1   7218      0 |
>  | 74.5    1   7218      4 |
>  |-------------------------|
>  | 66.2    1   7218     -7 |
>  +-------------------------+
>
> anova hr ag/id|ag time
>
>                           Number of obs =      21     R-squared     =
> 0.9268
>                           Root MSE      = 4.23546     Adj R-squared =
> 0.8780
>
>                  Source |  Partial SS    df       MS           F     Prob
>  > F
>              -----------+----------------------------------------------------
>                   Model |  2724.43049     8  340.553811      18.98
> 0.0000
>                         |
>                      ag |  302.399954     1  302.399954       0.65
> 0.4565
>                   id|ag |  2323.83339     5  464.766678
>              -----------+----------------------------------------------------
>                    time |  98.1971419     2  49.0985709       2.74
> 0.1049
>                         |
>                Residual |  215.269643    12  17.9391369
>              -----------+----------------------------------------------------
>                   Total |  2939.70013    20  146.985006
>
> . test,showorder
>
> Order of columns in the design matrix
>      1: _cons
>      2: (ag==0)
>      3: (ag==1)
>      4: (time==-7)
>      5: (time==0)
>      6: (time==4)
>      7: (id==1392)*(ag==0)
>      8: (id==4011)*(ag==1)
>      9: (id==5695)*(ag==1)
>     10: (id==6291)*(ag==0)
>     11: (id==6867)*(ag==1)
>     12: (id==7108)*(ag==1)
>     13: (id==7218)*(ag==1)
>
> . matrix list cc
>
> cc[2,13]
>     c1   c2   c3   c4   c5   c6   c7   c8   c9  c10  c11  c12  c13
> r1    1    1    0    0    0    0    0    0    0    0    0    0    0
> r1    1    0    1    0    0    0    0    0    0    0    0    0    0
>
> . test,test(c) mtest
>
> ( 1)  _cons + ag[1] = 0
>
> ---------------------------------------
>       |    F(df,12)     df       p
> -------+-------------------------------
>  (1)  |      555.60      1     0.0000 #
> -------+-------------------------------
>  all  |      555.60      1     0.0000
> ---------------------------------------
>                  # unadjusted p-values
>
> . test,test(c) mtest matvlc(M)
> option matvlc() not allowed
> r(198);
>
> . .
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Martin 
> Weiss
> Sent: Tuesday, February 24, 2009 11:46 AM
> To: [email protected]
> Subject: st: AW: matvlc option not allowed after -anova-
>
>
> <>
>
>
> Well, can you frame the problem in terms of an example that is 
> accessible to all? It is hard to create one for oneself. Your -anova- 
> is in replay mode, right?
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Feiveson, 
> Alan H. (JSC-SK311)
> Gesendet: Dienstag, 24. Februar 2009 18:18
> An: [email protected]
> Betreff: st: matvlc option not allowed after -anova-
>
> Hi - I can't seem to get the syntax correct for the -matvlc- optin 
> after anova. Here's what the help file says under anova postestimation:
>
>
> Syntax for test after anova
>
>    test, test(matname) [mtest[(opt)] matvlc(matname)] syntax 1
>
>    matvlc(matname), a programmer's option, saves the 
> variance-covariance matrix
>        of the linear combinations involved in the suite of tests.  For 
> the test
>        Lb = c, what is returned in matname is LVL', where V is the 
> estimated
>        variance-covariance matrix of b.
>
> But when I try the -matvlc- option, I get an error:
>
> Can anyone tell me what's wrong?
>
> Thanks
>
> Al Feiveson
>
>
> . anova
>
>                           Number of obs =      45     R-squared     =
> 0.8711
>                           Root MSE      = 5.62952     Adj R-squared =
> 0.7975
>
>                  Source |  Partial SS    df       MS           F     Prob
>  >
> F
>
> -----------+----------------------------------------------------
>                   Model |  5997.12926    16  374.820579      11.83
> 0.0000
>                         |
>                      ag |  1212.91789     1  1212.91789      38.27
> 0.0000
>                   id|ag |  4084.81901    13  314.216847       9.91
> 0.0000
>                    time |   699.39236     2   349.69618      11.03
> 0.0003
>                         |
>                Residual |  887.361024    28  31.6914652
>
> -----------+----------------------------------------------------
>                   Total |  6884.49028    44  156.465688
>
> . test,showorder
>
> Order of columns in the design matrix
>      1: _cons
>      2: (ag==0)
>      3: (ag==1)
>      4: (time==-7)
>      5: (time==0)
>      6: (time==4)
>      7: (id==1392)*(ag==0)
>      8: (id==4011)*(ag==1)
>      9: (id==5695)*(ag==1)
>     10: (id==6291)*(ag==0)
>     11: (id==6867)*(ag==1)
>     12: (id==7108)*(ag==1)
>     13: (id==7218)*(ag==1)
>     14: (id==7330)*(ag==0)
>     15: (id==7694)*(ag==1)
>     16: (id==8138)*(ag==0)
>     17: (id==8168)*(ag==0)
>     18: (id==8920)*(ag==1)
>     19: (id==9098)*(ag==0)
>     20: (id==9203)*(ag==1)
>     21: (id==9997)*(ag==0)
>
> . matrix list c
>
> c[2,21]
>           c1         c2         c3         c4         c5         c6
> c7         c8
> r1          1          1          0  .33333333  .33333333  .33333333
> .14285714          0
> r1          1          0          1  .33333333  .33333333  .33333333
> 0       .125
>
>           c9        c10        c11        c12        c13        c14
> c15        c16
> r1          0  .14285714          0          0          0  .14285714
> 0  .14285714
> r1       .125          0       .125       .125       .125          0
> .125          0
>
>          c17        c18        c19        c20        c21
> r1  .14285714          0  .14285714          0  .14285714
> r1          0       .125          0       .125          0
>
> . test,test(c) mtest
>
> ( 1)  _cons + ag[1] + .3333333 time[1] + .3333333 time[2] + .3333333 
> time[3] + .1428571 id[1]*ag[1
>> ] + .1428571 id[4]*ag[1] + .1428571 id[8]*ag[1] + .1428571 
>> id[10]*ag[1] +
> .1428571 id[11]*ag[1] +
>>  .1428571 id[13]*ag[1] + .1428571 id[15]*ag[1] = 0
> ( 2)  _cons + ag[2] + .3333333 time[1] + .3333333 time[2] + .3333333 
> time[3] + .125 id[2]*ag[2] +
>> .125 id[3]*ag[2] + .125 id[5]*ag[2] + .125 id[6]*ag[2] + .125 
>> id[7]*ag[2]
> + .125 id[9]*ag[2] + .1
>> 25 id[12]*ag[2] + .125 id[14]*ag[2] = 0
>
> ---------------------------------------
>       |    F(df,28)     df       p
> -------+-------------------------------
>  (1)  |     3883.24      1     0.0000 #
>  (2)  |     3313.40      1     0.0000 #
> -------+-------------------------------
>  all  |     3598.32      2     0.0000
> ---------------------------------------
>                  # unadjusted p-values
>
> . test,test(c) mtest matvlc(M)
> option matvlc() not allowed
> r(198);
>
> .
>
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