Hypothesis Testing and Nonlinear Systems of Equations Problem

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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

asked Aug 18 '11

Amita Majumder gravatar image Amita Majumder
1

updated Sep 02 '11

SHAZAMHelp gravatar image SHAZAMHelp 332 1 5 16
http://econometrics.com/

2 Answers:

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I notice there are 37 coefficients specified but ncoef=36.

link

posted Aug 18 '11

Tenori gravatar image Tenori
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The GENRVAR option turns the coefficients into variables and so TEST commands will no longer work. See the comment on the GENRVAR option on page 246 of the SHAZAM manual. Remove that option and try again.

link

posted Aug 18 '11

SHAZAMHelp gravatar image SHAZAMHelp 332 1 5 16
http://econometrics.com/

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Asked: Aug 18 '11

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Last updated: Sep 02 '11