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st: update -propcnsreg- available on ssc


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: update -propcnsreg- available on ssc
Date   Thu, 9 Aug 2007 17:36:03 +0200

Thanks to Kit Baum an update of the -propcnsreg- package is now
available on ssc. 

-propcnsreg- estimates a linear regression with a 
roportionality constraint using maximum likelihood. 

The update now allows for an alternative identifying constraint. 
One way to think about a proportionality constraint is that it 
is estimating the effect of a latent variable, whereby the 
latent variable is a weighted sum of the constrained variables. 
Like any latent variable model one needs to impose constraints 
to identify the scale and location of the latent variable. The 
default is still to identify the latent variable by constraining 
it to be zero when all its variables are at their minimum and to 
one when all its variables are at their maximum. The alternative 
is to constrain the a parameter or the sum of parameters to be 
one. This way the latent variable is measured on the same scale 
as the constrained (sum of) variable(s).

To update type -ssc install propcnsreg, replace-

-- Maarten

-----------------------------------------
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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