Hello, I'm having trouble with the testnl command after a GSEM model. Specifically, my problem is that I can't refer to the covariance coefficient of my GSEM estimation within the testnl command.

Here is a minimal working example of my problem:

In the previous example, everything works fine until I test the hypothesis that the covariance between the error terms is 0, where I get an "option e.trunk not allowed" error.

I guess that the comma inside the covariance is interpreted as an option, but I don't know how else I can refer to this covariance. I inspected the e(b) matrix, but the coefficient have the same name.

Any help would be appreciated. Thanks in advance for your responses.

Here is a minimal working example of my problem:

Code:

sysuse auto gsem (price <- mpg rep78) (trunk <- length turn), cov(e.price*e.trunk) gsem, coeflegend testnl _b[trunk:length]=0 testnl _b[/var(e.price)]=0 testnl _b[/cov(e.price,e.trunk)]=0

I guess that the comma inside the covariance is interpreted as an option, but I don't know how else I can refer to this covariance. I inspected the e(b) matrix, but the coefficient have the same name.

Any help would be appreciated. Thanks in advance for your responses.

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