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st: update propcnsreg available

From   Maarten buis <[email protected]>
To   stata list <[email protected]>
Subject   st: update propcnsreg available
Date   Fri, 29 Aug 2008 13:04:33 +0100 (BST)

Thanks to Kit Baum an update of the -propcnsreg- package is now
available from SSC. The main change in this update is that I speeded up
the way in which the starting values where created.

propcnsreg fits by maximum likelihood a linear regression with a
proportionality constraint. Consider a model where the explained
variable (y) depends on two explanatory variables (x1 and x2).
Furthermore suppose that the effects of x1 and x2 differ for
different values of a third variable (x3), i.e. the model
contains interaction effects between x1 and x3 and between x2 and
x3. The proportionality constraint imposes the constraint that
the effects of x1 and x2 change by the same proportion as x3
changes. So if the effect of x1 doubles for a unit change in x3,
than so does the effect of x2.

-- Maarten

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

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