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Re: st: RE: Linear Regression
On Fri, 8 Aug 2008, Meric Osman wrote:
Hi,
I have a problem about writing my regression equation. I want to add
the variable and its square at the same time. Such as
y = a + a^2 + ...
Actually, I can do it by generating a new variable which is a*a, but I
don't wanna do that because it is not an efficient way.
I really appreciate if you can help me with that.
One solution is to use the -nl- command instead of -regress-. Say we want
to fit the regression
mpg = b0 + b1*gear + b2*gear^2 + error
Then we would type
. sysuse auto
. nl (mpg = {b0} + {b1}*gear + {b2}*gear^2), variables(gear)
An advantage of using -nl- is that we can then get the marginal effect for
gear very easily using -mfx-:
. mfx compute
Had we used -regress-, we could not have used -mfx-. To use -regress-, we
would have needed to create a new variable gearsq, say, containing gear^2.
But when we call -mfx-, it has no way of knowing that gearsq and gear are
related. Using -nl- obviates this issue. When you intend to use -mfx-
after -nl-, you need to use the variables() option. Otherwise, -mfx- has
no way of knowing what the variables in the model are.
For more tricks with -nl-, see Poi (2008, "Stata tip 58: nl is not just
for nonlinear models", Stata Journal vol. 8. no. 1).
-- Brian Poi
-- [email protected]
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