storing output from wald test
Posted: Mon Feb 14, 2011 9:26 am
Hi - I am doing some rolling (NOT recursive) regressions, using a loop procedure. I am storing the parameter estimates in a matrix. So far so good.
But I also want to run a wald test on some of the parameters. Easy enough to do the wald test but how do I store the output? What I want to have is a matrix with the test stats, but I cannot work out how to access the data, cos the wald test procedure doesn't seem to create an object
Can you help?
Jens
But I also want to run a wald test on some of the parameters. Easy enough to do the wald test but how do I store the output? What I want to have is a matrix with the test stats, but I cannot work out how to access the data, cos the wald test procedure doesn't seem to create an object
Can you help?
Jens