Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Conditional testing - Two questions


From   David Ashcraft <ashcraftd@rocketmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Conditional testing - Two questions
Date   Thu, 17 Jan 2013 22:37:09 -0800 (PST)

Hi Stata list,

I am running the following regression

y=a0+a1bt+a2bt*rt+a3bt*r^2t+a4btr^3t+et where t is the time subscript. Since the equation is non-linear so I an using -nl- as below:

nl (y = {b} + [{b}*{r}] +[{b}*{r}]^2 + [{b}*{r}]^3) where r=L.b


The outcome is:
(obs = 120)

Iteration 0:  residual SS =  .1996855
Iteration 1:  residual SS =  .1996855

      Source |       SS       df       MS
-------------+------------------------------         Number of obs =       120
       Model | -8.3267e-17     0           .         R-squared     =   -0.0000
    Residual |  .199685453   119  .001678029         Adj R-squared =   -0.0000
-------------+------------------------------         Root MSE      =  .0409638
       Total |  .199685453   119  .001678029         Res. dev.     = -427.2752

------------------------------------------------------------------------------
          y |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         /r |   -.000335   .0037395    -0.09   0.929    -.0077395    .0070695
       /L.r |  (omitted)
------------------------------------------------------------------------------
  Parameter L.r taken as constant term in model & ANOVA table

I am a little confused here as the output for the non-linear variables are omitted. Is there a problem in my syntax?? or do I have to write the program as mentioned in the manual?


I also want to perform following conditional tests once I have the output:

a4=0 
a3=0|a4=0
a2=0|a3=a4=0

First test is easy to implement in Stata with -test- command after regress. However, I need your help in implementing the remaining two commands.
Any help will be greatly appreciated.
Regards

David
--

*
*   For searches and help try:
*  http://www.stata.com/help.cgi?searchhttp://www.stata.com/support/faqs/resources/statalist-faq/http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index