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

**Follow-Ups**:**Re: st: access coefficients from another regression***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**Re: st: access coefficients from another regression***From:*chw_wagner@gmx.de

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