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Re: st: -streg- & equality of coefficients across independent areas


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   Re: st: -streg- & equality of coefficients across independent areas
Date   Mon, 5 Jun 2006 14:56:07 -0400

Priscila--

I would not claim that the use of dummy variables is really the only
way to perform the test you want in Stata; but it's the most
straightforward way most of the time.  My point was only that a phrase
like "the regression doesn't run" is unlikely to elicit helpful
responses, unless you relate the specific error messages or
constraints you are hitting.  I mentioned two ways to relax a
constraint (more memory; Stata MP) but it is not clear to me that
either would help, in the absence of more info about why "the
regression doesn't run." However, I will note that you might need a
64-bit version of Stata to use more memory.

--Austin

On 6/5/06, Priscila Ferreira <[email protected]> wrote:
Thanks, Austin.

I am currently using Stata 9.2 SE for Linux on a 32 bits processor and
have 2.5 gb of ram memory available. My model doesn't run in this
particular machine. It might be the case that if I use another
architecture the model will run.

So, Austin - do you mean that the use of dummy variables is really the
only way to perform the test I want in Stata?

Priscila

On 05/06/06, Austin Nichols <[email protected]> wrote:
> Priscila Ferreira--
> What do you mean when you say
> "I suppose
>> because the number of variables and observations is too big, the
>> regression doesn't run."
> precisely?
>
> Do you mean you need more memory or a newer version of Stata that
> supports multiple CPUs, or do you mean the regression is infeasible on
> any machine?
>
> On 6/4/06, Priscila Ferreira <[email protected]> wrote:
>> Good afternoon,
>>
>> After using -streg- with shared frailty, I am trying to test the
>> equality of regression coefficients that are generated from the same
>> specification (same dependent variable, same vector of regressors),
>> estimated on two different samples. But am not able to.
>>
>> I tried to implement StataCorp's FAQ:
>> http://www.stata.com/support/faqs/stat/testing.html, but I suppose
>> because the number of variables and observations is too big, the
>> regression doesn't run.
--
Priscila Ferreira
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