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Re: st: Differential effect; regression coefficients


From   Herb Smith <hsmith@pop.upenn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Differential effect; regression coefficients
Date   Sat, 15 Aug 2009 07:46:08 -0400 (EDT)

Have a look at

-test-

http://www.stata.com/help.cgi?test

Your constraint is that a1/a4 = a2/a5 = a3/a6 . That is how you are going to find your b coefficient .

On Sat, 15 Aug 2009, Miriam Kuemmel wrote:

Dear readers,

my regression equation looks as follows:

Return = a0 + a1*x1 + a2*x2 + a3*x3 + (b*a1)*x4 + (b*a2)*x5 + (b*a3)*x6.

As you can see the independent variables x1 and x4, x2 and x5, x3 and x6 have the same regression coefficients. Furthermore x4, x5 and x6 have a uniform regression coefficient b.

Is there any possibility to realise this regression in STATA?
Thank you in advance for your help,
Miriam





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Herbert L. Smith
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