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st: component order for fmm
From
yannan shen <[email protected]>
To
[email protected]
Subject
st: component order for fmm
Date
Mon, 20 Aug 2012 20:15:10 -0400
Hi all,
I am working on some panel data (stocks by month)
Every year, I am using the fmm package to identify stocks return into
groups. And then I am using the fmmlc, savec savep command to save up
the result.
My code looks like this
keep if obs==67 *obs 67 =06/1998
fmm ro_cons, components(2) mix(normal)
fmmlc, savec savep
fmm ro_cons, components(3) mix(normal)
fmmlc, savec savep
what I care is _b[_cons] the coefficient for the intercept.
However, I noticed that for some years _b[_cons group1]>_b[_cons
group2], and sometimes, it's the other way around.
It there anyway I can put a constraint to this command and make sure
the intercept term for group 1 is always greater than intercept for
group2?
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