Hi Raphael, I don't know how to do this in Mata, but here is a brute
force solution using macros and for loops:
. regress price headroom rep78 gear_ratio
Source | SS df MS Number of obs = 69
-------------+------------------------------ F( 3, 65) = 4.68
Model | 102521828 3 34173942.7 Prob > F = 0.0051
Residual | 474275131 65 7296540.47 R-squared = 0.1777
-------------+------------------------------ Adj R-squared = 0.1398
Total | 576796959 68 8482308.22 Root MSE = 2701.2
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
headroom | -136.9778 414.9107 -0.33 0.742 -965.6117 691.6561
rep78 | 576.2363 362.8717 1.59 0.117 -148.4686 1300.941
gear_ratio | -2995.126 829.7523 -3.61 0.001 -4652.256 -1337.996
_cons | 13577.64 3025.567 4.49 0.000 7535.166 19620.12
------------------------------------------------------------------------------
/*only include coefficients you want to compare*/
. foreach var of varlist headroom rep78 {
2. local `var'1=_b[`var']
3. }
. regress price headroom rep78
Source | SS df MS Number of obs = 69
-------------+------------------------------ F( 2, 66) = 0.43
Model | 7450346.06 2 3725173.03 Prob > F = 0.6511
Residual | 569346613 66 8626463.83 R-squared = 0.0129
-------------+------------------------------ Adj R-squared = -0.0170
Total | 576796959 68 8482308.22 Root MSE = 2937.1
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
headroom | 391.6261 422.1074 0.93 0.357 -451.1385 1234.391
rep78 | 69.23416 363.8024 0.19 0.850 -657.1208 795.5892
_cons | 4735.368 1930.863 2.45 0.017 880.276 8590.459
------------------------------------------------------------------------------
. foreach var of varlist headroom rep78 {
2. local `var'2=_b[`var']
3. }
. foreach var of varlist headroom rep78 {
2. di as result "percent change for `var'="((``var'2'-``var'1')/``var'1')*100
3. }
percent change for headroom=-385.90483
percent change for rep78=-87.985109
Tim
On 5/26/06, Raphael Fraser <[email protected]> wrote:
I would like to calculate the percentage change in the regression
coeffecients of model 1 and model 2. Can any one help? I tried using
Mata but I did not know how to divide each element in a matrix with
different scalars.
sysuse auto, clear
stset mpg, failure(foreign)
stcox mpg price weight rep78, nohr nolog /*Model 1*/
stcox mpg weight rep78, nohr nolog /*Model 2*/
For example % change = (rep78_m2 - rep78_m1) / rep78_m1
*
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*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
