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Re: st: -constraint define- syntax for constraining sum of coefficients to zero.
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: -constraint define- syntax for constraining sum of coefficients to zero.
Date
Fri, 25 Mar 2011 12:03:36 +0000
The same question was asked in a thread starting 6 days ago.
<ttp://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.1103/Subject/article-1195.html>
See especially the suggestion that you don't do it this way in
<http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.1103/Subject/article-1248.html>
Nick
On Fri, Mar 25, 2011 at 11:56 AM, Sam Brilleman
<[email protected]> wrote:
> I'm having trouble finding any documentation on how to add a simple
> constraint for the fixed effect parameters of one categorical variable in a
> GLM model. My model estimation command is:
>
> glm totalcost_modelfit i.practiceid i.age_cat i.gender i.imd_decile
> i.QOF_MMscore_trunc6, exposure(daysdata) link(log) family(gamma) eform
>
> and I wish to constrain the sum of the 182 coefficients on the variable
> i.practiceid to zero (rather than having the coefficient on the reference
> category constrained to zero). What is the syntax needed for the -constraint
> define- command?
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