st: Re: altering e(b)

[baum <baum@bc.edu>]

--On Thursday, December 5, 2002 2:33 -0500 statalist-digest 
<owner-statalist@hsphsun2.harvard.edu> wrote:


> > So, from a pure technical point of view, is it possible to change
> > values of e(b)?
> I believe not. You can read from it but not
> write to it directly.
That is certainly untrue; estimates post does that for a living. That is, 
write a program that is a wrapper for your estimation command, grab the 
e(b) and e(V) into matrices within the routine, and use estimates post to 
make them the active e(b) and e(V).

program define tweak
syntax ,coef(int) val(real)
mat b = e(b)
mat V = e(V)
mat b[1,`coef'] = `val'
estimates post b V
end

This program will change the specified element of the coefficient vector to 
the specified value. After it is run, e(b) will contain the altered 
coefficient vector. A well-written variant would check the appropriateness 
of coef before attempting to modify the b matrix.

Kit

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