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Re: st: RE: Listing coefficient of one variable


From   "FUKUGAWA, N." <nfukugawa@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Listing coefficient of one variable
Date   Tue, 13 Sep 2005 22:42:27 +0900

Dear all,
How can I apply your suggestion to the treatment regression model?

forvalues i=1/100 {
treatreg y a b c if d==`i', treat(c= l m n ) twostep
}

Thank you in advance.
--
FUKUGAWA Nobuya, Ph.D.
nfukugawa@gmail.com

Maarten Buis wrote:
> You have three options:
> 
> Here all coefficients are different for different values of d:
> forvalues i = 1/100 {
> 	reg y a b c if d ==`i'
> }
> 
> Here only the coefficient of c changes with values of d (and the coefficient of c is the coefficient when d is that specific value of d): 
> forvalues i = 1/100 {
> 	gen dum = d~=`i'
> 	gen dumXc =dum*c
> 	di "d = " `i'
> 	reg y a b c dum dumXc
> 	capture drop dum dumXc
> }
> 
> A more parsimonious model is obtained if you are willing to assume that the parameter of c changes linearly with d. In this case you can just use an interaction term. Here the coefficient of c is the effect of c when d = 0 and the coefficient of dXc is how much the effect of c changes when d increases with one unit:
> gen dXc = d*c
> reg y a b c d dXc
> 
> HTH,
> Maarten
> 
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of FUKUGAWA, N.
> Sent: dinsdag 13 september 2005 15:02
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Listing coefficient of one variable
> 
> Dear all,
> Suppose we run a regression model as follows
> reg y a b c
> and want to know how coefficient of "c" varies according to "d",
> how can I write a program?
> 
> Note: "d" is integer between 1 and 100 and does not appear in the model and we
> do not want to write 100 programs such as
> reg y a b c if d==1.
> 
> Thanks in advance.
> --
> FUKUGAWA Nobuya, Ph.D.
> nfukugawa@gmail.com
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