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st: st : how to simply estimate combinaison of parameters estimated


From   orozco@toulouse.inra.fr
To   statalist@hsphsun2.harvard.edu
Subject   st: st : how to simply estimate combinaison of parameters estimated
Date   Mon, 12 Nov 2007 17:41:17 +0100

Hi,

I estimated some t_ij coefficients. For example n=3 : I estimated t11 t12 t13
t23 and t33.
Then I have a upper triangular matrix T :

t11 t12 t13
0   0   t23
0   0   t33

I want to estimate Teta_ij coefficients from a Teta matrix verifying :
Teta = - T'T

I know the nlcom command and my first idea is :
1) use nlcom to have the T' elements (called u_ij) estimated
nlcom (u11 : t11) (u12 : t12) (u22 : t22) (u31 : t13) (u32 : t23) (u33 : t33),
post

2) use nlcom to estimate the Teta_ij elements (matrix product) (with some local
macro)
forvalues i=1/3 {
   forvalues j=1/3 {
      local teta`i'`j' "(teta_`i`j' :"
      forvalues k=1/2 {
         local add "(u`i'`k' * t`k'`j')+"
         local teta`i'`j' "`teta`i'`j'' `add'"
      }
      local end  "(u`i'3 * t3`j')"
      local teta`i'`j' "`teta`i'`j'' `end')"
   }
}
nlcom `teta`i'`j'',post


I think an easier solution exists. If someone has an idea...
Thanks a lot.

Valérie


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