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Re: st: access coefficients from another regression


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: access coefficients from another regression
Date   Thu, 1 Nov 2012 09:09:05 +0000

-nlcom- doesn't know where that matrix comes from, so no information
can possibly be inherited about associated uncertainty.

Austin much gave better advice than I did, so follow where he is pointing.

On Thu, Nov 1, 2012 at 9:00 AM,  <chw_wagner@gmx.de> wrote:
> Thanks a lot for the help.
>
> I tried the procedure with some arbitray data. The last part of the regression output looks like follows:
>
> -----------------------------------------------------------------------
>    x  |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval ------+----------------------------------------------------------------
>  Mck  |  -.2622068   .0173646   -15.10   0.000    -.2962768   -.2281368
>  Acy  |  -10.01862   1.684471    -5.95   0.000     -13.3236   -6.713626
>  Acw2 |  -53.35768   4.470133   -11.94   0.000    -62.12823   -44.58712
>
> . mat b = e(b)
> . mat li b
>
>
> b[1,3]
>            Mck:        Acy:       Acw2:
>          _cons       _cons       _cons
> y1  -.26220681  -10.018615  -53.357676
>
>
> Than I would like to calculte γ= Mck / Acy
>
>  . nlcom ( γ:  b[1,1]/b[1,2])
>
>           γ:  b[1,1]/b[1,2]
>
> -----------------------------------------------------------------------
>    x1  |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
> -------------+--------------------------------------------------------        γ |    .026172          .        .       .            .           .
> -----------------------------------------------------------------------
>
> Now my question is: Why is there no Std. Err. given? What did I do wrong? How can I get these values?
>
> Thanks a lot for your help.
>
> Christina
>
>
>
>> You need to save the estimate from the first model before you fit the
>> second.
>>
>> For example, a convenient method is to copy estimates to a matrix:
>>
>> . mat b = e(b)
>> . mat li b
>>
>> On Tue, Oct 30, 2012 at 12:43 PM,  <chw_wagner@gmx.de> wrote:
>>
>> > 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?
>

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