I don't think what you were doing before was what you think it was.
The -from- option passes a starting point to the ML process, and
-iterate(0)- says stop after the first iteration. But nothing in that
gives you a real e(V) matrix nor allows you to do any post-estimation
testing.
Perhaps you want constrained regression, but if you specify enough
constraints, the resulting e(V) will have a bunch of zeros, also not
allowing you to do any post-estimation testing.
sysuse auto, clear
constraint 2 price = 1
constraint 2 weight = 2
cnsreg mpg price weight, constraints(1 2)
mat li e(V)
On 7/3/07, [email protected] <[email protected]> wrote:
Dear statlist,
How do I specify coefficient vector values using -regress-? I would like
to test a linear regression model estimated using one dataset on a new
dataset, and run various post estimation tests. I have achieved this in
the past when using -clogit- with -iterate-, ie
clogit depvar indepvars, group() iterate(0) from(indepvar=#)
but iterate does not work with -regress-. Is there an alternative?
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