Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st:multivariate linear reg

From   Maarten buis <>
Subject   Re: st:multivariate linear reg
Date   Tue, 16 May 2006 21:34:29 +0100 (BST)

--- stata_user stata_user <> wrote:
> I would like to ask about the difference between a simple linear
> regression of 3 depdent variables Y1 and Y2 and Y3 with a independent
> variable X and the the multivariate version which regress (Y1,Y2,Y3)
> with X (test statistics used in each case, interpretation of the 
> output, if possible), and how to do it in stata?

Multivariate regression is implemented in Stata with the command
-mvreg-. Questions like these (does Stata do ...) can usually be
answered by typing -findit ...-, in this case -findit multivariate

To quote from the reference manual (for Stata version 6, since I only
have the old manual at home): "The individual coefficients and standard
errors produced by -mvreg- are identical to those that would be
produced by -regress- estimating each equation separately. The
difference is that -mvreg-, being a joint estimator, also estimates the
between-equation covariances, so you can test coefficients across
equations and, in fact, the -test- syntax makes such tests more

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

Send instant messages to your online friends 
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index