how do we get the significance of Beta's

[Nida Jamil]

Hi all,

So I estimate the beta's using GMM in MATA.

: void GMM_DL(todo,betas,crit,g,H)
{
PHI=st_data(.,("phi"))
PHI_LAG=st_data(.,("phi_lag"))
Z=st_data(.,(" lagloglab laglogmat logcapital "))
X=st_data(.,(" logcapital logmaterials loglabor "))
X=st_data(.,(" logcapital logmaterials loglabor "))
X_lag=st_data(.,(" lagloglab laglogmat logcapital "))
Y=st_data(.,(" logdeflatedrevenue "))
QR_lag=st_data(.,(" logprevioustariff "))
C=st_data(.,("const"))
OMEGA=PHI-X*betas'
OMEGA_lag=PHI_LAG-X_lag*betas'
OMEGA_lag_pol=(C,OMEGA_lag,QR_lag)
g_b = invsym(OMEGA_lag_pol'OMEGA_lag_pol)*OMEGA_lag_pol' OMEGA
XI=OMEGA-OMEGA_lag_pol*g_b
crit=(Z'XI)'(Z'XI)
}


: void DL()
{
S=optimize_init()
optimize_init_evaluator(S, &GMM_DL())
optimize_init_evaluatortype(S,"d0")
optimize_init_technique(S, "nm")
optimize_init_nmsimplexdeltas(S, 0.1)
optimize_init_which(S,"min")
optimize_init_params(S,(2,0.8,0.2))
p=optimize(S)
p
st_matrix("beta_NP",p)
}

I save the matrix and get beta's.

My question is: how do I get to know the significance and SD of the coefficients?. The matrix only shows the beta's.

Thanks!