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st: new version propcnsreg available on SSC


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: new version propcnsreg available on SSC
Date   Mon, 5 Nov 2012 16:59:26 +0100

Thanks to Kit Baum a new version of the -propcnsreg- package is now
available on SSC. The -ssc- or -adoupdate- commands can be used to
install this package.

-propcnsreg- fits a model with proportionality constraints. Consider a
model where one wants to explain the respondent's education (ed) with
the eduction of the father (fed) and the mother (med), and that one is
interested in testing whether the relative contribution of the
mother's education has increased over time. propcnsreg will estimate
this model under the null hypothesis that the relative contributions
of fed and med have remained constant over time. Notice that the
effects of fed and med are allowed to change over time, but the
effects of fed and med are constrained to change by the same
proportion over time. So if the effect of fed drops by 10% over a
decade, than so does the effect of med. An alternative interpretation
of this model is that fed and med "add up" to a latent variable
(parental education), whereby the weights assigned to each parent
remained constant over time. This is a model known as a model with
parametrically weighted covariates. It is also possible to add an
error term to this latent variable. A more complete description is
given here: <http://www.maartenbuis.nl/wp/prop.html>.

In this update I speeded up the program, added a Wald test of the
proportionality constraint in addition to the likelihood ratio test
that was already implemented, allowed for bootstrapped and jackknifed
standard errors, and made sure it handles stored estimates more
elegantly.

I hope some of you will find this package useful,
Maarten

-- 
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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