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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 15:22:39 -0500 |

use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear logit warmlt3 yr89 male white age ed test yr89 = -.5, coef constraint 1 yr89 = -.5 linest, c(1) modify logit warmlt3 yr89 male white age ed, constraint(1)

I don't know if it works with xtpcse, but you can try it. At 02:18 PM 1/10/2013, Matthew C Mahutga wrote:

Hi Nick. Thanks for this and for asking me to clarify. I'm using xtpcse with a first order autocorrelation correction.Do I understand you correctly that if my original model (with othercovariates omitted) isY = b0 + b1x1+b2x2+b3x1*x2And I want to estimate the predicted values of a model in which b1 =b1+b3, then I would regress Y^(=y-b1+b3x1) on x2 and the rest of thecovariates and then estimated the prediction?Thanks again, Matthew -----Original Message-----From: owner-statalist@hsphsun2.harvard.edu[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick CoxSent: Thursday, January 10, 2013 10:41 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Coefficient Constraints as Counterfactuals If you want say to -regress- such that y = b_0 + b_1 x_1 + 42 x_2 then calculate y - 42 x_2and -regress- on x_1. Naturally, this isn't universal, but whatcould be universal across all possible estimation commands? Moral:You should tell us more about the command you are using.NickOn Thu, Jan 10, 2013 at 6:25 PM, Matthew C Mahutga<matthew.mahutga@ucr.edu> wrote:> I have a question that I hope has an easy answer that escapes me. >> I am using estimation command that does not support theconstraints option, but I would like to constrain a select group ofcoefficients. For example, one model includes an interaction termbetween a given socioeconomic process and a dummy variable forinstitutional regime. I would like to ask questions like "whatwould the trend in my outcome look like if the socioeconomicprocess 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 toa fixed value prior to model estimation. Or, can I estimatepredicted values using stored results but change the coefficient onone covariate beforehand?* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Coefficient Constraints as Counterfactuals***From:*Matthew C Mahutga <matthew.mahutga@ucr.edu>

**References**:**st: Coefficient Constraints as Counterfactuals***From:*Matthew C Mahutga <matthew.mahutga@ucr.edu>

**Re: st: Coefficient Constraints as Counterfactuals***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: Coefficient Constraints as Counterfactuals***From:*Matthew C Mahutga <matthew.mahutga@ucr.edu>

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