SHAZAM Questions and Answers (Q&A) - RSS feedhttp://community.econometrics.com/questions/SHAZAM Econometrics, Statistics and Analytics Communityen<font color="white">Copyright <b>SHAZAM Analytics, 2018</b></font>Thu, 18 Aug 2011 01:39:01 +0000Hypothesis Testing and Nonlinear Systems of Equations Problemhttp://community.econometrics.com/question/217/hypothesis-testing-and-nonlinear-systems-of-equations-problem/I am running the following program. It is giving me the converged results, but it is not able to test the hypothesis. I am getting an error message:
TEST COULD NOT BE DONE
What could be the reason?
NL 5 /ncoef=36 piter=1 GENRVAR CONV=.001 ITER=5000 PCOV
EQ W1=G11*LP1+G12*LP2+G13*LP3+G14*LP4+G15*LP5-(G11+G12+G13+G14+G15)*LP6+
D*(G11*log(k1)+G12*log(k2)+G13*log(k3)+G14*log(k4)+G15*log(k5)-
(G11+G12+G13+G14+G15)*log(k6))+B1*(LPCE-LNPB)+L1*(LPCE-LNPB)**2+A1
EQ W2=G12*LP1+G22*LP2+G23*LP3+G24*LP4+G25*LP5-(G12+G22+G23+G24+G25)*LP6+
D*(G12*log(k1)+G22*log(k2)+G23*log(k3)+G24*log(k4)+G25*log(k5)-
(G12+G22+G23+G24+G25)*log(k6))+B2*(LPCE-LNPB)+L2*(LPCE-LNPB)**2+A2
EQ W3=G13*LP1+G23*LP2+G33*LP3+G34*LP4+G35*LP5-(G13+G23+G33+G34+G35)*LP6+
D*(G13*log(k1)+G23*log(k2)+G33*log(k3)+G34*log(k4)+G35*log(k5)-
(G13+G23+G33+G34+G35)*log(k6))+B3*(LPCE-LNPB)+L3*(LPCE-LNPB)**2+A3
EQ W4=G14*LP1+G24*LP2+G34*LP3+G44*LP4+G45*LP5-(G14+G24+G34+G44+G45)*LP6+
D*(G14*log(k1)+G24*log(k2)+G34*log(k3)+G44*log(k4)+G45*log(k5)-
(G14+G24+G34+G44+G45)*log(k6))+B4*(LPCE-LNPB)+L4*(LPCE-LNPB)**2+A4
EQ W5=G15*LP1+G25*LP2+G35*LP3+G45*LP4+G55*LP5-(G15+G25+G35+G45+G55)*LP6+D*
(G15*log(k1)+G25*log(k2)+G35*log(k3)+G45*log(k4)+G55*log(k5)-
(G15+G25+G35+G45+G55)*log(k6))+B5*(LPCE-LNPB)+L5*(LPCE-LNPB)**2+A5
COEF G11 -0.0408 G12 0 G13 -0.0562 G14 0.0285 G15 0.0434
COEF k1 0.9 k2 0.9 k3 0.9 k4 0.9 k5 0.3 k6 0.6 B1 -.05 L1 -.012 A1 .21 E1 0
COEF G22 -0.0028 G23 -0.0348 G24 -0.0206 G25 0.0291 B2 0.0591 L2 -0.0106 A2 .1
COEF G33 -0.0724 G34 0.0190 G35 0.0755 B3 -0.4818 L3 0.1122 A3 0.6525
COEF G44 -0.0179 G45 0.0156 B4 -0.0293 L4 0.0023 A4 0.1430
COEF G55 -0.1559 B5 0.0562 L5 -0.0091 A5 0
END
test k1=3
stop
Amita MajumderThu, 18 Aug 2011 01:39:01 +0000http://community.econometrics.com/question/217/Static Panel Data with identical cross section variableshttp://community.econometrics.com/question/207/static-panel-data-with-identical-cross-section-variables/Hi all,
I am doing a static panel analysis: four independent variables, seven cross sections and a time span of 13 years. I want to include a variable (exchange rate) which varies over time **but** is **identical** (has the same value) for each cross section. Question: Is it possible to use an independent variable in the regression which has an identical value-sequence for all cross section members?
Regards,
P
PanteraWed, 08 Jun 2011 12:12:44 +0000http://community.econometrics.com/question/207/Restrictions on 2SLS problems and SHAZAMhttp://community.econometrics.com/question/194/restrictions-on-2sls-problems-and-shazam/**A SHAZAM User asked:**
I had some problems running Shazam as follows.
C, I, Y are three endogenous variables.
G and R are two exogenous variables.
There are three equations, two with constants and coefficients, but one is like this:
Y=C+I+G
I wonder if I can still use the 2SLS function and so I wrote the code like this:
2SLS C Y (R G) / DN
2SLS I R (R G) / DN
2SLS Y C I G (R G) / RESTRICT
RESTRICT C=1
RESTRICT I=1
RESTRICT G=1
END
But, it doesn't work. The results are different to my analytical results, which I'm pretty sure are correct.
Can you please help me with this.
SHAZAMHelpWed, 06 Apr 2011 13:32:31 +0000http://community.econometrics.com/question/194/When estimating a System of Equations, how do I copy the coefficients to a matrix?http://community.econometrics.com/question/186/when-estimating-a-system-of-equations-how-do-i-copy-the-coefficients-to-a-matrix/A SHAZAM User asked:
I am struggling with a little problem. When estimating a system, and storing the coefficients in a vector called beta, I would like to copy these coefficients into a 4x6 matrix. I am not able to do this. Can you help?
See my example below:
sample 1 100
genr p1=1+nor(1)
genr p2=1+nor(1)
genr p3=1+nor(1)
genr p4=1+nor(1)
genr x=1+nor(1)
genr q1=20-10*p1+2*p2+0.5*p3+1.5*p4+4*x+nor(20)
genr q2=10+0.5*p1-1*p2+1.5*p3+0.5*p4+6*x+nor(30)
genr q3=40+3*p1+1*p2-1.5*p3+2.5*p4+2*x+nor(20)
genr q4=30+2*p1+1*p2+2.5*p3-3.5*p4+3*x+nor(30)
genr one=1
system 4 / DN noconstant coef=beta
ols q1 one p1 p2 p3 p4 x
ols q2 one p1 p2 p3 p4 x
ols q3 one p1 p2 p3 p4 x
ols q4 one p1 p2 p3 p4 x
end
stop
SHAZAMHelpSat, 12 Mar 2011 07:23:51 +0000http://community.econometrics.com/question/186/