Re: st: RE: Differential effect; regression coefficients

[Miriam Kümmel <miriam-kuemmel@gmx.de>]

Thanks a lot!
That is exactly what I was looking for.


----- Original Message ----- 
From: "Eva Poen" <eva.poen@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, August 15, 2009 4:52 PM
Subject: Re: st: RE: Differential effect; regression coefficients


> Miriam,
>
> you can use nonlinear least-squares estimation, like this:
>
> nl (Return = {a0} + {a1}*x1 + {a2}*x2 + {a3}*x3 + {a1}*{b}*x4 +
> {a2}*{b}*x5 + {a3}*{b}*x6)
>
> Hope this helps,
> Eva
>
>
> 2009/8/15 Miriam Kuemmel <miriam-kuemmel@gmx.de>:
> > Thank you for your advices. Using cnsreg I still have not found a 
> > solution since the relation between x1 and x4 (x2 and x5, x3 and x6) is 
> > not determined before doing the regression. Unfortunately the option 
> > constraint does not allow sth like
> > x1 = ?*x4
> > Do you have any ideas?
> > Many thanks,
> > Miriam
> >
> >
> > -------- Original-Nachricht --------
> > > Datum: Sat, 15 Aug 2009 14:24:37 +0200
> > > Von: "Martin Weiss" <martin.weiss1@gmx.de>
> > > An: statalist@hsphsun2.harvard.edu
> > > Betreff: st: RE: Differential effect; regression coefficients
> >
> > > <>
> > >
> > > Have you had a look at -help constraint- and -help cnsreg- yet?
> > >
> > >
> > >
> > > HTH
> > > Martin
> > >
> > > -----Original Message-----
> > > From: owner-statalist@hsphsun2.harvard.edu
> > > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Miriam 
> > > Kuemmel
> > > Sent: Samstag, 15. August 2009 13:34
> > > To: statalist@hsphsun2.harvard.edu
> > > Subject: st: Differential effect; regression coefficients
> > >
> > > Dear readers,
> > >
> > > my regression equation looks as follows:
> > >
> > > Return = a0 + a1*x1 + a2*x2 + a3*x3 + (b*a1)*x4 + (b*a2)*x5 + (b*a3)*x6.
> > >
> > > As you can see the independent variables x1 and x4, x2 and x5, x3 and x6
> > > have the same regression coefficients. Furthermore x4, x5 and x6 have a
> > > uniform regression coefficient b.
> > >
> > > Is there any possibility to realise this regression in STATA?
> > > Thank you in advance for your help,
> > > Miriam
> > >
> > >
> > >
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