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From | Jeph Herrin <stata@spandrel.net> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: interactive Wald test? |
Date | Thu, 22 Jul 2010 11:32:47 -0400 |
Someone has given me some parameter estimates - including the variance/ covariance matrices - for a number of models. I would like to perform a few Wald tests on groups of independent variables, in the manner of -testparm-. I know the formula for a Wald test and how to go about programming this, but would surely prefer to find a pre-existing solution. First question, does someone know one? My proposed solution, which may not be the best, is to store my matrices b and V in e(b) and e(V), via -ereturn post-, and go from there. However, this always returns an error: . ereturn post b V name conflict r(507); -ereturn list- shows no stored estimates; using simply -ereturn post- with no arguments gives no error but also creates no estimates. Thoughts on what the name conflict is, and what I am doing wrong? thanks, Jeph * * 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/