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Re: st: RE: Differential effect; regression coefficients


From   Eva Poen <eva.poen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Differential effect; regression coefficients
Date   Sat, 15 Aug 2009 15:52:13 +0100

Miriam,

you can use nonlinear least-squares estimation, like this:

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

Hope this helps,
Eva


2009/8/15 Miriam Kuemmel <miriam-kuemmel@gmx.de>:
> Thank you for your advices. Using cnsreg I still have not found a solution since the relation between x1 and x4 (x2 and x5, x3 and x6) is not determined before doing the regression. Unfortunately the option constraint does not allow sth like
> x1 = ?*x4
> Do you have any ideas?
> Many thanks,
> Miriam
>
>
> -------- Original-Nachricht --------
>> Datum: Sat, 15 Aug 2009 14:24:37 +0200
>> Von: "Martin Weiss" <martin.weiss1@gmx.de>
>> An: statalist@hsphsun2.harvard.edu
>> Betreff: st: RE: Differential effect; regression coefficients
>
>>
>> <>
>>
>> Have you had a look at -help constraint- and -help cnsreg- yet?
>>
>>
>>
>> HTH
>> Martin
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Miriam Kuemmel
>> Sent: Samstag, 15. August 2009 13:34
>> To: statalist@hsphsun2.harvard.edu
>> Subject: st: Differential effect; regression coefficients
>>
>> 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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> --
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>
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