Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: pick maximum,minimum, mode and median among scalars


From   Tirthankar Chakravarty <[email protected]>
To   [email protected]
Subject   Re: st: pick maximum,minimum, mode and median among scalars
Date   Tue, 9 Aug 2011 15:16:08 -0700

A scalable way of doing this without the need to save individual
coefficients uses Mata (and Ben Jann's -moremata- package, SSC).

/******************************************/
clear*
sysuse auto, clear
constraint 1 price = weight
constraint 2 displacement = weight
constraint 3 gear_ratio = -foreign
constraint 4 _cons = 0

forv i=1/4 {
	cnsreg mpg price weight displacement gear_ratio foreign length, c(`i')
	mat mBeta = (nullmat(mBeta) , e(b)')
}
mat list mBeta

// max and min
mata: st_matrix("vBetaMax", rowmax(st_matrix("mBeta")))
mata: st_matrix("vBetaMin", rowmin(st_matrix("mBeta")))
mat list vBetaMax
mat list vBetaMin

// median (needs Ben Jann's -moremata-, SSC)
mata mata mlib index
mata: st_matrix("vBetaMed", mm_quantile(st_matrix("mBeta")', 1, .5 )')
mat list vBetaMed
/******************************************/


T


On Tue, Aug 9, 2011 at 2:52 PM, Zhi Su <[email protected]> wrote:
> Dear Statalists,
>
>  I wan to get some statistics of coefficients of the same independent
> in regressions subjected to different constraints.
>  For example, I run the following regression four times. Each time
> the regression is subjected to a constraint. Here is the code for
> regression in constraint 1.
>
>  cnsreg y x1 x2 x3 x4,constraints(1)
>  scalar b11=_b[x1]
>  scalar b12=_b[x2]
>  scalar b13=_b[x3]
>  scalar b14=_b[x4]
>  then I save the coefficients for x1, x2, x3, x4 in scalars
>
>  Then I get a group of scalars:
>  b11 b12 b13 b14 for the regression with constraint1
>  b21 b22 b23 b24 for the regression with constraint2
>  b31 b32 b33 b34 for the regression with constraint3
>  b41 b42 b43 b44 for the regression with constraint4
>
>  Now b11 b21 b31 b41 are all coefficients for x1. I want to determine
> which one among them is maximum,minimum, mode and median of this group
> of scalars.
>  What if the number of constraints is over 100, how can I pick the
> maximum,minimum, mode and median among a group of scalars of interest?
>
>  Thank you!
>
> --
> Zhi Su
> 348 Holmes Hall
> Northeastern University
> 360 Huntington Avenue
> Boston, MA 02115
> Office:1-617-373-2316
> email:[email protected]
> *
> *   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/
>



-- 
Tirthankar Chakravarty
[email protected]
[email protected]

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index