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| From | yannan shen <yannan2010@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: component order for fmm |
| Date | Mon, 20 Aug 2012 20:15:10 -0400 |
Hi all, I am working on some panel data (stocks by month) Every year, I am using the fmm package to identify stocks return into groups. And then I am using the fmmlc, savec savep command to save up the result. My code looks like this keep if obs==67 *obs 67 =06/1998 fmm ro_cons, components(2) mix(normal) fmmlc, savec savep fmm ro_cons, components(3) mix(normal) fmmlc, savec savep what I care is _b[_cons] the coefficient for the intercept. However, I noticed that for some years _b[_cons group1]>_b[_cons group2], and sometimes, it's the other way around. It there anyway I can put a constraint to this command and make sure the intercept term for group 1 is always greater than intercept for group2? * * 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/