Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Utest command by Lind and Mehlum (2010) - variables are not found

    Dear All,

    I wanted to test U test for the relationship between NPL and loan growth .After running the commnad ,I am getting following error.What could be the reason ,can any one help me to rectify this.I even tried the solutions given the earlier post ,still it is not working for me
    Attaching the code below
    Code:
     regress gnpa_percent loan_growth loangrowth_sq
    
          Source |       SS           df       MS      Number of obs   =       765
    -------------+----------------------------------   F(2, 762)       =    244.20
           Model |  10259.5564         2  5129.77822   Prob > F        =    0.0000
        Residual |  16007.1944       762  21.0068168   R-squared       =    0.3906
    -------------+----------------------------------   Adj R-squared   =    0.3890
           Total |  26266.7508       764  34.3805639   Root MSE        =    4.5833
    
    -------------------------------------------------------------------------------
     gnpa_percent | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
    --------------+----------------------------------------------------------------
      loan_growth |  -.2412188   .0109234   -22.08   0.000    -.2626623   -.2197753
    loangrowth_sq |    .000653   .0001627     4.01   0.000     .0003336    .0009725
            _cons |   8.718474   .2337469    37.30   0.000      8.25961    9.177338
    -------------------------------------------------------------------------------
    
    . nlcom -_b[loan_growth] / (2*_b[loangrowth_sq])
    
           _nl_1: -_b[loan_growth] / (2*_b[loangrowth_sq])
    
    ------------------------------------------------------------------------------
    gnpa_percent | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
           _nl_1 |   184.6882   45.58826     4.05   0.000     95.33688    274.0396
    ------------------------------------------------------------------------------
    
    . local loan_growth_min = -146.596
    
    . local loan_growth_max = 109.123
    
    . utest gnpa_percent loan_growth , min(`loan_growth_min') max(`loan_growth_max')
    gnpa_percent not found
    r(111);
    Any help is highly appreciated

    Thanks and regards

  • #2
    when using -utest-, you should NOT include the outcome variable from your regression and the command will reject it - as it did; the first variable name after the command name should be the predictor of interest; please see
    Code:
    h utest

    Comment

    Working...
    X