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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Weighted Least Squares |

Date |
Tue, 15 Apr 2008 18:50:12 +0100 (BST) |

I think I understand your problem now, but I am afraid that I don't have much of an answer, other than that it reminds me of the ecological fallacy, see (Robinson 1950). Maybe others on this list have something more productive to offer. -- Maarten Robinson, W.S. (1950). "Ecological Correlations and the Behavior of Individuals". American Sociological Review 15: 351–357. --- Tam Phan <tamdphan@gmail.com> wrote: > Hi Maarten, > > So, there several zones within a pricing area. Suppose there is 1 > pricing area, and in this area, there are 2 zones. The explanatory > variables have been define at the zone levels. Say Zone 1 has > exlanatory variables X12, X13 that corresponds to a dependent > variable > Q1. Say Zone 2, it has explanatory variable X22, X24 (note there is > no X23 that correspond with X13 for zone 2), and its dependent > variable is Q2. > > In this context, I would like to do one regression equation, mainly > > Q1+Q2 = alpha + [ (Q1/(Q1+Q2))*X12 + (Q2/(Q1+Q2))*X22 ]b + [ > (Q2/(Q1+Q3)X24)]v+ e > > Note that X12 and X22 are the same explanatory variables, its just > that numerically they have different values in each zones, hence, > they > are weighted by the corresponding dependent variables (this can be > the > quanity sold for a particular item in both demand zone). > > Tam > > On 4/15/08, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > > Sorry, but I still do not understand your question. It may help if > you > > tell a bit more about your project, for instance: > > > > what are your levels? > > > > what is the purpose of your analysis? > > > > -- Maarten > > > > --- Tam Phan <tamdphan@gmail.com> wrote: > > > > > Maarten, X1 = % and X2= %, however, X1 +X2 does not necessary > have to > > > add up to 100% (as a matter of fact they dont). > > > > > > The % are calculated based on the zone, they are not calcualted > > > across > > > zone (say zone 1 and zone 2). > > > > > > Basically the explanatory variables are at a zone level, however, > the > > > regression is taking place at a higher level. In order to > "adjust" > > > the zone explanatory varaibles, these are weighted to the higher > > > level. > > > > > > Tam > > > > > > On 4/15/08, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > > > > I read your question as follows: > > > > - you have two (or more) variables: x1 = % in zone1, and x2 = % > in > > > > zone 2, which must add up to 100% > > > > - x1 and x2 are explanatory variables > > > > - you want these variables to have only one effect instead two > (or > > > > more) because you see them as one variable. > > > > > > > > Is that correct? > > > > > > > > -- Maarten > > > > > > > > > > > > --- Tam Phan <tamdphan@gmail.com> wrote: > > > > > > > > > Hello Stata Users: > > > > > > > > > > I have a quick question on weighted Least squares: Below is > the > > > > > following econometric equation: > > > > > > > > > > Q1+Q2 = alpha + [ (Q1/(Q1+Q2))*X1 + (Q2/(Q1+Q2))*X2 ]b + e > > > > > > > > > > Where X1 and X2 are the same explanatory variables, however > with > > > > > different numerical values. For example, X1 would be the % > in > > > one > > > > > zone, and X2 is the percent in another zone. > > > > > > > > > > Is there anything wrong w/ this logic? > > > > > > > > > > How about this econometric model: > > > > > > > > > > y1=alpha1+beta1(P)+e > > > > > y2= alpha2 +beta2(P)+v > > > > > > > > > > To obtain the aggregate effect one would sum: > > > > > > > > > > y1+y2=(alpha1+alpha2) +(beta1+beta2)P+(e+v) > > > > > > > > > > Is there anything wrong with the above logic? > > > > > > > > > > Tam > > > > > > > > > > Tam > > > > > * > > > > > * For searches and help try: > > > > > * http://www.stata.com/support/faqs/res/findit.html > > > > > * http://www.stata.com/support/statalist/faq > > > > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > > > > > > > > > > > > ----------------------------------------- > > > > 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/ > > > > ----------------------------------------- > > > > > > > > > > > > > ___________________________________________________________ > > > > Yahoo! For Good helps you make a difference > > > > > > > > http://uk.promotions.yahoo.com/forgood/ > > > > * > > > > * For searches and help try: > > > > * http://www.stata.com/support/faqs/res/findit.html > > > > * http://www.stata.com/support/statalist/faq > > > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > > * > > > * For searches and help try: > > > * http://www.stata.com/support/faqs/res/findit.html > > > * http://www.stata.com/support/statalist/faq > > > * http://www.ats.ucla.edu/stat/stata/ > > > > > > > > > ----------------------------------------- > > 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/ > > ----------------------------------------- > > > > > > ___________________________________________________________ > > Yahoo! For Good helps you make a difference > > > > http://uk.promotions.yahoo.com/forgood/ > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > ----------------------------------------- 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/ ----------------------------------------- ___________________________________________________________ Yahoo! For Good helps you make a difference http://uk.promotions.yahoo.com/forgood/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Weighted Least Squares***From:*"Tam Phan" <tamdphan@gmail.com>

**References**:**Re: st: Weighted Least Squares***From:*"Tam Phan" <tamdphan@gmail.com>

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