Re: st: estimating the components of a total

[Austin Nichols <austinnichols@gmail.com>]

Jeph Herrin <stata@spandrel.net>:
findit dirifit

On Tue, Mar 13, 2012 at 11:43 AM, Jeph Herrin <stata@spandrel.net> wrote:
>
> This is not really a Stata question, but a modelling question, though
> hopefully there is a Stata command that will provide a solution.
>
> I have a dataset which contains reported totals and subtotals from
> approximately 5k respondents. For example, 5k firms are asked about their
> revenues from various sources, which are then summed to create total
> revenues. (Specifically, it is an electronic form which forces respondents
> to provide subtotals that equal their total). However, some respondents only
> report their totals, and for these I am trying to estimate the subtotals.
>
> A basic approach would be to simply calculate the ratio for each sub
> category (eg, sales revenue/total revenue) for existing data and use this to
> estimate the missing values. However, because I have a lot more information
> on the respondents - for instance, number of employees, assets, etc - I
> think I can model the subtotal more accurately using these variables. The
> problem is, the subtotals estimated this way do not sum to the total.
>
> Concretely, let's say there are three variables -x1-,-x2-,-x3-, and that
> their total t = x1 + x2 + x3. What I'd like is something like multivariable
> regression
>
>
>  mv x1 x2 x3 = indvar1 + indvar2 + indvar3
>
> with the constraint that
>
>  x1+x2+x3 = t
>
> Does this problem have a name and/or a standard solution?
>
> thanks,
> Jeph

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