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From |
John Antonakis <john.antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: nlcom from several estimations |

Date |
Mon, 08 Feb 2010 14:46:40 +0100 |

Hi:

reg y x1 x2 x3 x4 if group==1 est store mod1 reg y x1 x2 x3 x4 if group==2 est store mod2 reg y x1 x2 x3 x4 if group==3 est store mod3 reg y x1 x2 x3 x4 if group==4 est store mod4 suest mod1 mod2 mod3 mod4 Then you can do what you want across equations, e.g. (to test ,

You can also use testln:

HTH, John ____________________________________________________

Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Faculty page: http://www.hec.unil.ch/people/jantonakis Personal page: http://www.hec.unil.ch/jantonakis ____________________________________________________ On 08.02.2010 14:32, Valerie Orozco wrote:

Hello, I have to estimate some nonlinear combinations of parameters estimated from several models. More precisely, I estimated 4 models (4 systems of equations) and have the corresponding matrix of estimated parameters (b1, b2, b3 and b4) and each corresponding variance covariance matrix (V1, V2, V3, V4). I want to estimate combinations of these parameters coming from these 4 estimations. The problem is that, with "nlcom", it has to be from only one estimation.So, my first idea was to build two new matrix (b and V) making Stata believes it comes from only one estimation :- b : just appending b1,b2, b3 and b4 horizontally- V : a block diagonal matrix (each block being V1, V2, V3 and V4) - but of course, some elements of this V block diagonal matrix are missing Another idea I had was to use "eststo" and "estout" commands but it seems the matrix stored correspond to the last estimation. Do you have some better ideas to help me? Many thanks. valérie ------------------------------- Valérie OROZCO Toulouse School of Economics (INRA-GREMAQ) 21, allée de Brienne F-31000 Toulouse, France MA 101 +33 5 61 12 85 91 ------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE : RE: RE: Problem with "ereturn post" command***From:*Valerie Orozco <Valerie.Orozco@toulouse.inra.fr>

**st: RE : RE: RE: Problem with "ereturn post" command***From:*Valerie Orozco <Valerie.Orozco@toulouse.inra.fr>

**st: nlcom from several estimations***From:*Valerie Orozco <Valerie.Orozco@toulouse.inra.fr>

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