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From |
"Vidya Mahambare" <mahambarev@Cardiff.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: re: constraints |

Date |
Wed, 29 Jun 2005 07:39:46 +0100 |

Following Kit's suggestion I redefined the constraint L.wpi+L2.wpi+L3.wpi=1 as b(L3) = 1-b(L)-b(L2), and regressed (wpi - L.wpi) on (L.wpi-L3.wpi), (L2.wpi-L3.wpi) and other variables. This does not produce a correct R^2, as Richard suspected. It is much lower because of variables transformations, I think. Is there a way to to calculate a correct R^2 after using -reg- for this problem? Thanks, Vidya >>> Richard.A.Williams.5@ND.edu 06/29/05 5:20 AM >>> At 06:45 PM 6/28/2005 -0400, Kit Baum wrote: >Although cnsreg is useful, it is hardly necessary for Vidya's problem: > >"I am trying to estimate an equation similar to this - > >constraint define 1 L.wpi+L2.wpi+L3.wpi=1 >cnsreg wpi L.wpi L2.wpi L3.wpi L.ygapm L2.ygapm sswpi L.sswpi, constraint(1)" > >This constraint may be rewritten as b(L3) = 1-b(L)-b(L2) and merely >substituted into the equation, > >(wpi - L.wpi) regressed on (L.wpi-L3.wpi), (L2.wpi-L3.wpi) and the rest > >which you can estimate with regress, robust. > >If you want the coefficient on L3.wpi, calculate it via lincom. > >Kit Since I made the claim that many/most/all problems involving (linear) constraints could be handled by regular regression as well as by cnsreg, I am glad Kit was able to do the algebra on this one! However, does this produce a correct R^2, which is what Vidya was seeking in the first place? I was thinking of situations where all the manipulations could be done on the RHS, but here the LHS has to be changed. ------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 FAX: (574)288-4373 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW (personal): http://www.nd.edu/~rwilliam WWW (department): http://www.nd.edu/~soc * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: re: constraints***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

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