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st: record a set of values when conditions are satisfied.
From
Zhi Su <[email protected]>
To
statalist <[email protected]>
Subject
st: record a set of values when conditions are satisfied.
Date
Sun, 3 Jul 2011 23:36:06 -0400
Dear Statalists,
I need to do some sensitivity tests that test how the coefficients
of a set of independent variables change according to the changes of
some ratios. The dependent is
Y-r1*v1-r2*v2-r3*v3-r4*v4, where Y, v1, v2, v3 and v4 are known and
r1, r2, r3, r4 are random values on the interval [0,1). The
independent varaibles are x1, x2, x3, x4.
The regression is
Y-r1*v1-r2*v2-r3*v3-r4*v4=b0+b1*x1+b2*x2+b3*x3+b4*x4
When r1, r2, r3, r4 all equal to 0, b1, b2, b3, b4 are all significant.
Then I need to change the values of the ratios r1, r2, r3, r4. The
magnititudes and significance of b1, b2, b3, b4 will change.
I need to record the values of r1, r2, r3, r4 that just make b1, b2,
b3, b4 go from signicant to insignificant.
Do anyone have some ideas about the codes for such test?
--
Zhi Su
348 Holmes Hall
Northeastern University
360 Huntington Avenue
Boston, MA 02115
Office:1-617-373-2316
email:[email protected]
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