accessing statistics of the wald test
Posted: Thu Mar 12, 2015 2:15 am
hi,
I estimate of a certain equation and run a wald test on this equation.
I obtain an output showing some statistics, for instance
Test Statistic Value df Probability
t-statistic -2.066683 167 0.0403
F-statistic 4.271179 (1, 167) 0.0403
Chi-square 4.271179 1 0.0388
my problem is I have about a thousand equation to estimate and test.
the question is: is it possible to access and collect the values of these statistics by name (like I can do with the equation for example equationname.@dw) to fill in a table/matrix for my following calculations ?
thank you
I estimate of a certain equation and run a wald test on this equation.
I obtain an output showing some statistics, for instance
Test Statistic Value df Probability
t-statistic -2.066683 167 0.0403
F-statistic 4.271179 (1, 167) 0.0403
Chi-square 4.271179 1 0.0388
my problem is I have about a thousand equation to estimate and test.
the question is: is it possible to access and collect the values of these statistics by name (like I can do with the equation for example equationname.@dw) to fill in a table/matrix for my following calculations ?
thank you