# Re: st: RE: Differential effect; regression coefficients

 From Miriam Kümmel To 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

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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