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st: access coefficients from another regression


From   chw_wagner@gmx.de
To   statalist@hsphsun2.harvard.edu
Subject   st: access coefficients from another regression
Date   Tue, 30 Oct 2012 13:43:46 +0100

Dear StataList,

my model consist of two equations x1 und x2 which I estimate seperatly using non linear least squares in Stata 12. α and β denote the estimated coefficients, y and z the variables. 

First I estimate x1 using: 
nl (x1= {α1}*y1+ {α2}*y2 + {α3}*y3)

Then I estimate x2 using:
nl (x2= {β1}*z1+ {β2*z2 + {β3}*z3)

After the estimation I want to calculate a new coefficient γ using the coefficient α1 from the first equation and β1 from the second equation using the nlcom command, for example:

nlcom (γ= α1/β1)

My question is now, how can I access the coefficient α1 from the first equation x1? How would the code for the nlcom command look like?

Thanks a lot in advance.

Christina

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