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Re: st: why i can not test my paramerters?
From
oliazim <[email protected]>
To
[email protected]
Subject
Re: st: why i can not test my paramerters?
Date
Mon, 13 Sep 2010 18:37:26 +0400
Thank you Martin, i will try it, but as i began -coefltest- does not work yet. I will try it later once again.
But still why if i enter varlist -testparm- can not find them?
. gmm (Conditional:indexprem_c-{a0}-worldindex*{b1}-windex_cpi*{b_cpi}-windex_prr*{b_prr} -windex_oil*{b_oil}-windex_indust*{b_ind}), instruments(Conditional: worldindex cpi1 prr1 woil_price1 c_industprod1) wmatrix(hac bartlett 1) variables(worldindex windex_cpi windex_prr windex_oil windex_indust) title(Conditional coef)
You can see above i specify them, but still:
testparm windex_cpi windex_prr windex_oil windex_indust
no such variables
r(111);
testparm windex_cpi windex_prr windex_oil windex_indust, equation(Conditional)
equation Conditional not found
r(303);
13.09.10, 17:59, "Martin Weiss" <[email protected]>:
>
> <>
>
> -testparm- requires a -varlist-, as its help file shows.
>
> Use this syntax:
>
> ***********
> sysuse auto, clear
> gmm (mpg - {b1}*gear_ratio - {b2}*turn - {b0}), inst(gear_ratio turn) coefl
> test ([b1]:_cons=2.5) ([b2]:_cons=-.8)
> ***********
>
> Admittedly, -coeflegend- is not as much of a help here as initially thought.
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of oliazim
> Sent: Montag, 13. September 2010 15:45
> To: [email protected]
> Subject: Re: st: why i can not test my paramerters?
>
> The error is again:
>
> estimates store conditional
>
> testparm _b[a0:_cons]
> variable _b not found
> r(111);
>
> Though I have:
> Conditional coef
> ----------------------------------------------------------------------------
> --
> | Coef. Legend
> -------------+--------------------------------------------------------------
> --
> /a0 | 241.2715 _b[a0:_cons]
> /b1 | 1.542446 _b[b1:_cons]
> /b_cpi | .0225705 _b[b_cpi:_cons]
> /b_prr | .0766196 _b[b_prr:_cons]
> /b_oil | .0254665 _b[b_oil:_cons]
> /b_ind | .0019989 _b[b_ind:_cons]
> ----------------------------------------------------------------------------
> --
> HAC standard errors based on Bartlett kernel with 1 lags.
> Instruments for equation 1: worldindex cpi1 prr1 woil_price1 c_industprod1
> _cons
>
>
> 13.09.10, 17:27, "Martin Weiss" :
>
> >
> > <>
> >
> > " Unfortunatly option -coeflegend- does not work"
> >
> >
> > What exactly does not work? What is the error message? The example works
> > like a charm:
> >
> >
> > ***********
> > sysuse auto, clear
> > gmm (mpg - {b1}*gear_ratio - {b2}*turn - {b0}), instruments(gear_ratio
> turn)
> > coeflegend
> > ***********
> >
> >
> > HTH
> > Martin
> >
> >
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On Behalf Of oliazim
> > Sent: Montag, 13. September 2010 15:24
> > To: [email protected]
> > Subject: Re: st: why i can not test my paramerters?
> >
> > Hi Maarten,
> >
> > Unfortunatly option -coeflegend- does not work but i get all the names
> for
> > my coefficients:
> >
> > gmm
> >
> (Conditional:indexprem_c-{a0}-worldindex*{b1}-worldindex*cpi1*{b_cpi}-worldi
> > ndex*prr1*{b_prr}
> > -worldindex*woil_price1*{b_oil}-worldindex*c_industprod1*{b_ind}),
> > instruments(Conditional: worldindex cpi1 prr1 woil_price1 c_industprod1)
> > wmatrix(hac bartlett 1) variables(worldindex cpi1 prr1 woil_price1
> > c_industprod1)
> > > title(Conditional coef)
> >
> > Conditional coef
> >
> ----------------------------------------------------------------------------
> > --
> > | HAC
> > | Coef. Std. Err. z P>|z| [95% Conf.
> > Interval]
> >
> -------------+--------------------------------------------------------------
> > --
> > /a0 | 241.2715 249.316 0.97 0.333 -247.379
> > 729.9219
> > /b1 | 1.542446 .8000236 1.93 0.054 -.0255714
> > 3.110463
> > /b_cpi | .0225705 .0082786 2.73 0.006 .0063446
> > .0387963
> > /b_prr | .0766196 .0307461 2.49 0.013 .0163584
> > .1368808
> > /b_oil | .0254665 .0115072 2.21 0.027 .0029128
> > .0480203
> > /b_ind | .0019989 .0120944 0.17 0.869 -.0217057
> > .0257036
> >
> ----------------------------------------------------------------------------
> > --
> >
> >
> > estimates table Conditional
> >
> > Variable Conditional
> >
> > a0
> > _cons 241.27148
> >
> > b1
> > _cons 1.542446
> >
> > b_cpi
> > _cons .02257047**
> >
> > b_prr
> > _cons .07661963*
> >
> > b_oil
> > _cons .02546653*
> >
> > b_ind
> > _cons .00199891
> >
> > legend: * p<.05; ** p<.01; *** p<.001
> >
> > estimates store Conditional
> >
> > testparm _est_Conditional
> > no such variables
> > r(111);
> >
> > testparm _est_Conditional, equal equation(Conditional)
> > equation Conditional not found
> > r(303);
> >
> > estimates store Conditional
> >
> > testparm worldindex cpi1 prr1 woil_price1 c_industprod1
> > no such variables
> > r(111);
> >
> > testparm worldindex
> > no such variables
> > r(111);
> >
> > Though I have:
> >
> > estimates dir Conditional
> >
> > -------------------------------------------------------
> > name | command depvar npar title
> > -------------+-----------------------------------------
> > Conditional | gmm no depvar 6
> > -------------------------------------------------------
> >
> >
> > 13.09.10, 15:57, "Maarten buis" :
> >
> > > --- On Mon, 13/9/10, oliazim wrote:
> > > > Whatever model i try i can not make the postestimation
> > > > tests. I save my results in the memory but when i implement
> > > > the test the program says i do not have such the model (results) in
> > > > the memory:
> > > >
> > > > gmm
> > > >
> >
> (Conditional:indexprem_c-{a0}-worldindex*{b1}-windex_cpi*{b_cpi}-windex_prr*
> > {b_prr}
> > > > -windex_oil*{b_oil}-windex_indust*{b_ind}),
> > > > instruments(Conditional: worldindex windex_cpi windex_prr
> > > > windex_oil windex_indust) wmatrix(hac bartlett 1)
> > > > warning: 46 missing values returned for equation 1 at
> > > > initial values
> > > >
> > > > testparm windex_cpi windex_prr windex_oil windex_indust,
> > > > equation(Conditional)
> > > > equation Conditional not found
> > > > r(303);
> > > >
> > > > testparm worldindex indexprem_c windex_cpi windex_prr
> > > > windex_oil windex_indust
> > > > no such variables
> > > > r(111);
> > >
> > > The reason is because you got the names of the parameters
> > > wrong. Add the option -coeflegend- to your -gmm- command
> > > to see how the coefficients are exactly named.
> > >
> > > Hope this helps,
> > > Maarten
> > >
> > > --------------------------
> > > Maarten L. Buis
> > > Institut fuer Soziologie
> > > Universitaet Tuebingen
> > > Wilhelmstrasse 36
> > > 72074 Tuebingen
> > > Germany
> > >
> > > http://www.maartenbuis.nl
> > > --------------------------
> > >
> > >
> > >
> > >
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