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Re: st: RE: Differential effect; regression coefficients


From   Miriam Kümmel <miriam-kuemmel@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: Differential effect; regression coefficients
Date   Sun, 16 Aug 2009 02:08:58 +0200

Thanks a lot!
That is exactly what I was looking for.


----- Original Message ----- From: "Eva Poen" <eva.poen@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, August 15, 2009 4:52 PM
Subject: Re: st: RE: Differential effect; regression coefficients


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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