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From |
Christopher Baum <kit.baum@bc.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
re: st: Multiple nonlinear equations regression with categorical variables |

Date |
Tue, 4 Jan 2011 14:59:02 -0500 |

<> I have one dependent variable (continuous) that I would like to explain with five independent variables. Four of them are continuous and one is categorical. I am looking for a model that would allow me to fit different nonlinear (exponential, logarithmic) as well as linear equations to each of the continuous independent variables. I am also interested in testing some of the interaction terms in the same model, most notably between the categorical and the continuous independent variables. Is there a Stata command that would allow me to do this? Ideally, the model would also provide some indication of which main and interaction terms should be included for greatest parsimony. You can readily fit such models with Stata's regress command. You need merely transform the independent variables as you wish and then estimate the linear regression. These are not 'nonlinear equations', that is, not nonlinear in the parameters, so standard regression will suffice. Stata 11's support for factor variables (categorical variables) and interactions between them and continuous variables makes it much easier to estimate such interaction models, and test for the significance of interactions, than in earlier versions of Stata. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Multiple nonlinear equations regression with categorical variables***From:*John Kim <tiderunner00@hotmail.com>

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