Version 6.0 Documentation Errata
Below is a listing of errors found in the RATS Version 6 User's Guide and Reference Manual. Most of these have been fixed in the PDF files shipping with the current versions, but are still present in the hard-copy manuals currently being shipped.
See Version 5 Errata for errors in the Version 5 documentation.
User's Guide
- Page 238:
The example code for the Hausman test was incorrect--the test should use the standard error of estimate squared from the OLS regression in both computations. Here is an improved version of the example:
linreg y
# constant x1 x2
compute xxols=%xx,betaols=%beta,seesqols=%rss/%nobs
instruments constant z1 z2
linreg(inst) y
# constant x1 x2
compute %xx=seesqols*(%xx-xxols)
test(title='Hausman Test',vector=betaols,noscale,whole)
- Page 469:
The first formula on page 469 is missing parentheses in the exponent on the first term. Instead of:
|Sigma|^-x-k-1/2
This should read:
|Sigma|^(-x-k-1)/2
Reference Manual
- Page 148:
As of Version 6.02, FIND also defines values for the reserved variables %BETA and %XX
- Page 188:
The POSITION option also has choices TOPMARGIN and BOTTOMMARGIN
- Page 416:
The description of the MATRIX option indicates that the standard error is stored in column 4, which is incorrect. The standard error is stored in column 3.
|
Home Page |
RATS |
All Products |
Procs |
Support |
Search |
