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Re: st: Coefficient Constraints as Counterfactuals


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Coefficient Constraints as Counterfactuals
Date   Thu, 10 Jan 2013 15:02:03 -0500

At 01:25 PM 1/10/2013, Matthew C Mahutga wrote:
Dear statalist.

I have a question that I hope has an easy answer that escapes me.

I am using estimation command that does not support the constraints option, but I would like to constrain a select group of coefficients. For example, one model includes an interaction term between a given socioeconomic process and a dummy variable for institutional regime. I would like to ask questions like "what would the trend in my outcome look like if the socioeconomic process had the larger of the two conditional (i.e. by regime type) effects".

Is there a universal means by which to set a given coefficient to a fixed value prior to model estimation. Or, can I estimate predicted values using stored results but change the coefficient on one covariate beforehand?

Thanks in advance!

I believe -estadd- or -eret2- can do the latter by using their replace options. Both are available from SSC.

The user-written -linest- may also do the trick. Use -findit-. In fact it may be better. It basically imposes constraints after estimation rather than before; hence other coefficients will also change once you impose a constraint on one or more other parameters.

Keep in mind too that you can do things like

test x1 = 3, coef

to both impose the constraint and see what all the other parameters then look like.


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Richard Williams, Notre Dame Dept of Sociology
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