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How to test the estimated parameters in an Distributed Almon Lag model?

asked 2014-11-12 20:19:08 +0000

Oystein gravatar image

updated 2014-12-04 11:06:12 +0000

When estimating a Distributed Almon Lag model, is it possible to use the TEST command to test linear combinations of the estimated parameters?

e.g.

OLS y x(0.3,2)
TEST x(0)+x(-1)

This is an example from Gujarati

* Example from Gujarati
sample 1 20
read year y x z0 z1 z2
1955  45069 26480 000000 000000 000000
1956  50642 27740 000000 000000 000000
1957  51871 28736 000000 000000 000000
1958  50070 27280 110236 163656 378016
1959  52707 30219 113975 167972 391884
1960  53814 30796 117031 170987 397963
1961  54939 30896 119191 173074 397192
1962  58213 33113 125024 183145 426051
1963  60043 35032 129837 187293 433861
1964  63383 37335 136376 193946 445548
1965  68221 41003 146483 206738 475480
1966  77965 44869 158239 220769 505631
1967  84655 46449 169656 238880 544896
1968  90875 50282 182603 259196 594952
1969  97074 53555 195155 277787 639899
1970 101645 52859 203145 293466 672724
1971 102445 55917 212613 310815 719617
1972 107719 62017 224348 322300 749348
1973 120870 71398 242191 332428 761416
1974 147135 82078 271410 363183 822719
stat / all
ols y x(0.3,2)
* would like to test x(0)+x(-1)
* this does not work:
test x(0)+x(-1)
stop
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Comments

Example from Gujarati added above.

Oystein gravatar imageOystein ( 2014-12-03 10:01:23 +0000 )edit

1 answer

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answered 2014-11-19 01:47:36 +0000

Yes. This should be possible but try it.

Otherwise post an example here that we can review.

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Asked: 2014-11-12 20:19:08 +0000

Seen: 1,005 times

Last updated: Dec 04 '14