st: Re: orthogonal estimation

[Kit Baum <baum@bc.edu>]

Alvaro asks

Is there any program in STATA to perform orthogonal regressions? That
is, those which minimize the perpendicular distance between the
observations and the fitted line?


What you describe is known as limited-information maximum likelihood  
(LIML) regression. One of its features is that it is invariant to the  
choice of 'dependent variable'. OLS y on x minimizes residuals in y  
units; x on y minimizes residuals in x units. LIML y on x minimizes  
residuals perpendicular to the fitted line.

ssc describe ivreg2


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Dec 12, 2006, at 2:33 AM, statalist-digest wrote:


> I have a set of observations, and for each observation I have  one
> event date and n visit dates. How would I go about to get the date for
> the last visit that occured before my event?
> I'm guessing to use something like egen lastvisitdate=
> rmin(eventdate-visitdate*), bu a) I'm not allowed to do that, and b) I
> don't know how to only return positive values.
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