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st: update propcnsreg available on SSC

From   Maarten Buis <>
Subject   st: update propcnsreg available on SSC
Date   Thu, 16 May 2013 11:11:48 +0200

Thanks to Kit Baum a new update of the the -propcnsreg- package is now
available from SSC.

-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: <>.

In this update I added the possiblity to use a bootstrap test of the
proportionality constraint in addition to the Wald test and likelihood
ratio test that were already possible.

I hope some of you will find this useful,

Maarten L. Buis
Reichpietschufer 50
10785 Berlin
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