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st: Interaction and constraint
From
Shige Song <[email protected]>
To
[email protected]
Subject
st: Interaction and constraint
Date
Sun, 2 Jan 2011 14:48:30 -0500
Dear All,
I have a simple question regarding interaction terms and constraints.
Using data from the software manual, I did a simple regression model:
. use http://www.stata-press.com/data/r11/fvex
. regress y i.group group#c.age
Source | SS df MS Number of obs = 3000
-------------+------------------------------ F( 5, 2994) = 21.15
Model | 47475.1592 5 9495.03183 Prob > F = 0.0000
Residual | 1343957.85 2994 448.883716 R-squared = 0.0341
-------------+------------------------------ Adj R-squared = 0.0325
Total | 1391433.01 2999 463.965657 Root MSE = 21.187
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
group |
2 | -13.19784 3.880448 -3.40 0.001 -20.80646 -5.589225
3 | -11.14087 4.189539 -2.66 0.008 -19.35553 -2.926199
|
group#c.age |
1 | -.4751707 .0630779 -7.53 0.000 -.5988511 -.3514903
2 | -.2267166 .0624212 -3.63 0.000 -.3491095 -.1043237
3 | -.1848601 .0910187 -2.03 0.042 -.3633257 -.0063946
|
_cons | 90.55752 3.009782 30.09 0.000 84.65606 96.45897
------------------------------------------------------------------------------
Now I want to simply the model by constrainning the second
(2.group#c.age) and the third terms (3.group#c.age) to be equal
(suppose that will improve the model fit), how should I do this?
In addition, assume this is a longitudinal data analysis situation and
I am estimating a population average model using "xtlogit, pa", can I
constrain the two terms to be equal?
Many thanks.
Best,
Shige
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