I've encountered the following "feature." restrict is putting NA into the
standard error rather than 0, making it impossible to retrieve the
estimated standard errors as a matrix (or anything else). Is this as
intended?
? matrix s = $stderr
The statistic you requested is not available
coefficient std. error t-ratio p-value
----------------------------------------------------------
const 11.7952 0.0159611 739.0 0.0000 ***
sqft 0.000000 NA NA NA
sq_sqft 0.000000 0.000000 NA NA
bedrooms 0.000000 0.000000 NA NA
sq_bedrooms 0.000000 0.000000 NA NA
baths 0.000000 0.000000 NA NA
age 0.000000 0.000000 NA NA
It happens with the attached dataset. Since it won't return anything there
is no way to use zeromiss or ok to make it usable.
<hansl>
open "br.gdt"
square sqft bedrooms
logs price
list xlist = const sqft sq_sqft bedrooms sq_bedrooms baths age
matrix Rmat = zeros(6,1)~I(6)
matrix r = { 0 ; 0 ; 0 ; 0; 0; 0 }
ols price xlist
restrict --full
R=Rmat
q=r
end restrict
matrix s = $stderr
</hansl>
--
Lee Adkins
Professor of Economics
lee.adkins(a)okstate.edu
learneconometrics.com