Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: st: RE: Ratio of coefficients from two regressions and standard error. |

Date |
Sat, 3 Dec 2011 16:23:19 -0500 |

Bootstrapping the ratio should give good results with fewer assumptions about the regression coefficients. Steve *************CODE BEGINS************* sysuse auto, clear capture program drop myboot program myboot, rclass reg trunk length scalar define b1 = _b[length] reg weight length scalar define b2 = _b[length] return scalar ratio = b2/b1 end bootstrap ratio =r(ratio) , reps(40): myboot estat bootstrap, all **************CODE ENDS************** On Dec 2, 2011, at 10:44 AM, meenakshi beri wrote: Thanks for your reply. One more question -- how to use Fieller's theorem and derive confidence limits using stata in this case? Meenakshi Beri Graduate Teaching Assistant Department of Economics Wayne State University dy5651@wayne.edu From: Paul.Silcocks@liverpool.ac.uk To: statalist@hsphsun2.harvard.edu Subject: st: RE: Ratio of coefficients from two regressions and standard error. Date: Fri, 2 Dec 2011 09:23:04 +0000 On the assumption that the two regression coefficient estimates have a Normal distribution, their ratio would have a Cauchy distribution (with no defined variance) if their correlation is zero. If the correlation is non-zero the exact distribution is complicated, though under certain conditions it tends to a Normal distribution. You'd be better off instead using Fieller's theorem to obtain confidence limits rather than estimating the standard error Paul Silcocks BM BCh, MSc , FRCPath, FFPH, CStat Senior statistician, Cancer Research UK Liverpool Cancer Trials Unit University of Liverpool Block C Waterhouse Building 1-3 Brownlow Street L69 3GL email: paul.silcocks@liverpool.ac.uk tel: 0151 7948802 mob: 0794 983 2775 -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of meenakshi beri Sent: 02 December 2011 06:08 To: statalist@hsphsun2.harvard.edu Subject: st: Ratio of coefficients from two regressions and standard error. Hello Statalist, I am running a fixed effects regression followed by an auxiliary regression to capture the coefficient of time invariant variables. I want to estimate the ratio of two coefficients from these two regressions respectively along with the standard error of the ratio. How can I estimate the ratio and standard error? Thanks,Meenakshi BeriWayne State University * * 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/ * * 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/

**Follow-Ups**:**RE: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**RE: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**References**:**st: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

**st: RE: Ratio of coefficients from two regressions and standard error.***From:*"Silcocks, Paul" <Paul.Silcocks@liverpool.ac.uk>

**RE: st: RE: Ratio of coefficients from two regressions and standard error.***From:*meenakshi beri <berimeenakshi@hotmail.com>

- Prev by Date:
**Re: st: How to export a summary statistics table?** - Next by Date:
**RE: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.** - Previous by thread:
**RE: st: RE: Ratio of coefficients from two regressions and standard error.** - Next by thread:
**RE: st: Re: st: RE: Ratio of coefficients from two regressions and standard error.** - Index(es):