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RE: st: regression with coefficients at a set value


From   "Silcocks Paul" <Paul.Silcocks@nottingham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: regression with coefficients at a set value
Date   Mon, 14 May 2007 09:57:09 +0100

Many thanks for the hints

Paul Silcocks BM BCh, MSc, FRCPath, FFPH, CStat Clinical Senior Lecturer

Nottingham Clinical Trials Support Unit
Room B39 
School of Community Health Sciences 
University of Nottingham Medical School 
Nottingham
NG7 2UH

tel +44 115  9515151 x 30514
Direct line: +44 115 8230505. 
General office: +44 115 8230500
fax +44 115 8230515

e-mail paul.silcocks@nottingham.ac.uk
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: 13 May 2007 22:10
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: regression with coefficients at a set value

The version of -regress- that allows constraints is called -cnsreg-,
see: -help cnsreg-. To get F-value after test type -return list-, that
will show that the F-value is stored as r(F). 

Hope this helps,
Maarten

--- Silcocks Paul <Paul.Silcocks@nottingham.ac.uk> wrote:

> Many thanks - What I wanted to do was set up significance limits for a

> parameter (as opposed to confidence limits), for which I'd need to 
> force the regression coeffcient to be whatever it should be under H0 
> (typically 0).  I'd looked at help constraint but didn't find it that 
> helpful; the example I tried was with regress (which doesn't support
> constraints) so I'll try again with glm.  Using the test option might 
> work if I can extract the F value (though I'd need the se|H0 as well)
> 
> 
> 
> Paul Silcocks BM BCh, MSc, FRCPath, FFPH, CStat Clinical Senior 
> Lecturer
> 
> Nottingham Clinical Trials Support Unit Room B39 School of Community 
> Health Sciences University of Nottingham Medical School Nottingham
> NG7 2UH
> 
> tel +44 115  9515151 x 30514
> Direct line: +44 115 8230505. 
> General office: +44 115 8230500
> fax +44 115 8230515
> 
> e-mail paul.silcocks@nottingham.ac.uk
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard 
> Williams
> Sent: 11 May 2007 21:39
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: regression with coefficients at a set value
> 
> 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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-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
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