The version of -regress- that allows constraints is called -cnsreg-,
see: -help cnsreg-. To get F-value after test type -return list-, that
will show that the F-value is stored as r(F).
Hope this helps,
Maarten
--- Silcocks Paul <[email protected]> wrote:
> Many thanks - What I wanted to do was set up significance limits for
> a
> parameter (as opposed to confidence limits), for which I'd need to
> force
> the regression coeffcient to be whatever it should be under H0
> (typically 0). I'd looked at help constraint but didn't find it that
> helpful; the example I tried was with regress (which doesn't support
> constraints) so I'll try again with glm. Using the test option might
> work if I can extract the F value (though I'd need the se|H0 as well)
>
>
>
> Paul Silcocks BM BCh, MSc, FRCPath, FFPH, CStat Clinical Senior
> Lecturer
>
> Nottingham Clinical Trials Support Unit
> Room B39
> School of Community Health Sciences
> University of Nottingham Medical School
> Nottingham
> NG7 2UH
>
> tel +44 115 9515151 x 30514
> Direct line: +44 115 8230505.
> General office: +44 115 8230500
> fax +44 115 8230515
>
> e-mail [email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Richard
> Williams
> Sent: 11 May 2007 21:39
> To: [email protected]
> Subject: Re: st: regression with coefficients at a set value
>
> At 07:07 AM 5/11/2007, Silcocks Paul wrote:
> >What is the best way to perform a multiple regression-type analysis
> >(Cox, Poisson, glm etc) with some or all of the regression
> coefficients
>
> >constrained to a fixed value (not necessarily all the same)?
>
> I'm not clear on the question. Do you mean, how do you impose
> constraints? If so, see
>
> help constraint
>
> and also check the help for whatever command you are using. Not all
> commands support a constraints option, but sometimes there is a
> similar
> command that will. For example, ologit does not support the
> constraints
> option but the user-written -oglm- does (rather slowly, mind you, but
> it
> does support them). Also, Jeroen Weesie's -linest- command can be
> quite
> handy for commands that do not otherwise support constraints.
>
> Also, depending on your purposes, some commands support an offset
> and/or
> exposure option.
>
> Also, the -test- command includes a -coef- option, which reports
> estimated constrained coefficients, e.g.
>
> . quietly reg price mpg weight
>
> . test weight=2, coef
>
> ( 1) weight = 2
>
> F( 1, 71) = 0.16
> Prob > F = 0.6939
>
>
> Constrained coefficients
>
>
------------------------------------------------------------------------
> ------
> | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
>
-------------+----------------------------------------------------------
> -------------+------
> mpg | -22.03124 50.85898 -0.43 0.665 -121.713
> 77.65053
> weight | 2 . . . .
> .
> _cons | 595.5436 1121.893 0.53 0.596 -1603.325
> 2794.413
>
------------------------------------------------------------------------
> ------
>
> If none of this answers your question, please clarify what the
> question
> is.
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
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-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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