___ ____ ____ ____ ____(R) /__ / ____/ / ____/ ___/ / /___/ / /___/ Statistics/Data Analysis Title svarih, cmat -- display coefficient matrices and matrices of p-values of svarih models Syntax coefmat , cmat [star extended nopval format(%fmt) method_specific_options ] common_options description ------------------------------------------------------------------------- star show .a, .b, .c p-value encoding instead of actual p-values extended extend p-value encoding by .d, .e nopval do not calculate and display p-value information format(%fmt) format numbers of all matrices according to %fmt. ------------------------------------------------------------------------- method_specific_options description ------------------------------------------------------------------------- svarih bacchiocchi a Display A matrix b Display B matrix e Display E matrix bpluse Display sum of B and E matrix If none of the above options is specified, the command defaults to option set "a b e" svarih bfanelli b Display B matrix e# Display E matrix for regime #, with 2 < # < 4 and # < number of regimes in the model bpluse(rgmlist) Display sum of B and E# matrix for regimes in rgmlist If none of the above options is specified, the command defaults to the option "b" and all "e#" matrices in the model svarih llutkepohl b Display B matrix l Display L matrix (a row vector) bl Display B*Ld^(1/2) matrix, where Ld is a diagonal matrix whose diagonal elements are those of L If none of the above options is specified, the command defaults to option set "b l" Description svarih, cmat is a postestimation utility for models estimated by svarih. Corresponding e()-results must be in memory. svarih, cmat extends standard estimation replay. If you omit the option cmat from your replay statement by typing svarih , replay_options, replay of svarih models works as with any other Stata estimator. If you specify the option cmat in your replay statement by typing svarih, cmat cmat_options, none of the standard replay options is allowed anymore. Instead, the options as described in this help file apply. svarih, cmat does two things: First, it displays coefficient matrices along with their p-values in matrix form. Secondly, it calculates linear and nonlinear combinations of model coefficients, and again displays results along with implied p-values in matrix form. It stores all displayed magnitudes in r(). Options (common to all svarih models) star displays a p-value encoding similar to the familiar "star" encoding of "***", "**", "*" corresponding to significance levels of 0.01, 0.05, and 0.1, respectively. Option star uses ".a", ".b", ".c" to encode these significance levels. extended extends the p-value encoding to ".d" and ".e" which stand for significance at levels of 0.25 and 0.5, respectively. format(%fmt) formats the elements of the displayed matrices according to display format %fmt. See format. Setting a format that has few digits may shrink the column widths of the output matrices and invoke variable name abbreviations (the column names of the matrices). If you want to avoid this, supply a large number before the decimal point in %fmt (e.g. format(%12.3f) instead of format(%5.3f)) nopval omits the calculation of p-values. By default, any coefficient matrix requested is displayed and returned in r() as a "merged" matrix: p-values are displayed in the row beneath the coefficients. Default behavior also entails that separate p-values matrices are returned in r(). Option nopval skips this. Examples . webuse lutkepohl2 . svarih examples llu_constr_gls , ereplace . svarih , nocnsreport . svarih , cmat . svarih , cmat bl format(%12.3f) . svarih , cmat bl format(%12.3f) star extended . svarih examples bac_first , ereplace . svarih , nocnsreport notable . svarih , cmat . svarih , cmat b e bpluse . return list . matrix list r(E) . matrix list r(Ep) . svarih , cmat e nopval . return list . matrix list r(E) Saved results svarih, cmat saves the following in r(): All coefficient matrices displayed are returned. By default, these matrices contain p-values in the row below the coefficients that the p-values refer to. For each of these matrices, default behavior is to additionally return a corresponding matrix of the same name with the letter "p" appended. It contains only p-values. If option nopval is used, the coefficient matrices returned are pure coefficient matrices, without p-values, and no separate p-value matrices are returned. The following table lists the matrices available for each model. svarih method bacchiocchi A B E BplusE bfanelli B E2 BplusE2 additionally, if the model contains regime 3: E3 BplusE3 additionally, if the model contains regime 4: E4 BplusE4 llutkepohl B L BL Author Daniel C. Schneider, Goethe University Frankfurt, dan_schneider@outlook.com Also see Help: [TS] svar, svarih, svarih bac, svarih bfa, svarih llu, svarih postestimation, dsimih