Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

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

st: component order for fmm

From   yannan shen <>
Subject   st: component order for fmm
Date   Mon, 20 Aug 2012 20:15:10 -0400

Hi all,
I am working on some panel data (stocks by month)
Every year, I am using the fmm package to identify stocks return into
groups. And then I am using the fmmlc, savec savep command to save up
the result.
My code looks like this

keep if  obs==67  *obs 67 =06/1998
fmm  ro_cons, components(2) mix(normal)
fmmlc, savec savep
fmm  ro_cons, components(3) mix(normal)
fmmlc, savec savep

what I care is _b[_cons] the coefficient for the intercept.
However, I noticed that for some years _b[_cons group1]>_b[_cons
group2], and sometimes, it's the other way around.
It there anyway I can put a constraint to this command and make sure
the intercept term for group 1 is always greater than intercept for
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index