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Re: st: regression with coefficients at a set value


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: regression with coefficients at a set value
Date   Fri, 11 May 2007 15:38:55 -0500

At 07:07 AM 5/11/2007, Silcocks Paul wrote:
What is the best way to perform a multiple regression-type analysis
(Cox, Poisson, glm etc) with some or all of the regression coefficients
constrained to a fixed value (not necessarily all the same)?
I'm not clear on the question. Do you mean, how do you impose constraints? If so, see

help constraint

and also check the help for whatever command you are using. Not all commands support a constraints option, but sometimes there is a similar command that will. For example, ologit does not support the constraints option but the user-written -oglm- does (rather slowly, mind you, but it does support them). Also, Jeroen Weesie's -linest- command can be quite handy for commands that do not otherwise support constraints.

Also, depending on your purposes, some commands support an offset and/or exposure option.

Also, the -test- command includes a -coef- option, which reports estimated constrained coefficients, e.g.

. quietly reg price mpg weight

. test weight=2, coef

( 1) weight = 2

F( 1, 71) = 0.16
Prob > F = 0.6939


Constrained coefficients

------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -22.03124 50.85898 -0.43 0.665 -121.713 77.65053
weight | 2 . . . . .
_cons | 595.5436 1121.893 0.53 0.596 -1603.325 2794.413
------------------------------------------------------------------------------

If none of this answers your question, please clarify what the question is.

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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