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MathGroup Archive 2007

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Wald test on mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg82487] Wald test on mathematica
  • From: "Mauricio Esteban Cuak" <cuak2000 at gmail.com>
  • Date: Mon, 22 Oct 2007 05:36:07 -0400 (EDT)

Hello there. I've been trying to make a Wald test, but I got into some
problems. Lists are sort of vectors I guess, but they don't always function
that way.Here is my ordinary least squares function:

 ols[x_, y_] := (Inverse[Transpose[x].x]).Transpose[x].y;

And my wald test:

wald[r_, q_, x_,
  y_] := (Transpose[(r.ols[x, y]) - q].Inverse[
      r.Inverse[Transpose[x].x].Transpose[r]].(r.ols[x, y] - q)*(Part[
       Dimensions[x], 1] -
      Part[Dimensions[xdmda], 2]))/((errors[x, y].errors[x, y])*
    Part[Dimensions[r], 1])

Where r  and  q make up the linear restrictions as in  rb = q
 The thing that bothers me is (and it's the same with ols) that I can't use
this same function if x is a vector instead of a matrix or if r is a vector,
because mathematica will not allow me to transpose a one-dimensional list.
What should I do? Should I make a "If, then" thingy or is there some simpler
way I'm not aware of for dealing with this kind of situatitions?

Thanks!



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