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Re: st: ST: constraining parameters between models

From   Maarten Buis <>
Subject   Re: st: ST: constraining parameters between models
Date   Mon, 12 Nov 2012 16:22:21 +0100

On Mon, Nov 12, 2012 at 3:59 PM, Ronald McDowell wrote:
> Is it possible to constrain parameters to be equal between models in Stata? For example, I have an ordered logistic regression I wish to run for 3 groups and would like to constrain the coefficient of a predictor to be the same in each group on theoretical grounds.
> When doing this with linear or logistic regression, I am able to use dummy variables and use the , noconst option to get the desired results simultaneously for each group.

There is no fundamental difference between a model with 3 indicator
variable (and thus no reference category) and no constant and a model
with 2 indicator variables (and thus a reference category) and a
constant. See: M.L. Buis (2012) "Stata tip 106: With or without
reference", The Stata Journal, 12(1), pp. 162-164.

So if you can get this with appropriate indicator variables in -logit-
you can also do it in -ologit-, the only thing you need to do is leave
out the reference category.

-- Maarten

Maarten L. Buis
Reichpietschufer 50
10785 Berlin

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