Re: st: access coefficients from another regression

[chw_wagner@gmx.de]

Thanks a lot for the help.

I tried the procedure with some arbitray data. The last part of the regression output looks like follows:

-----------------------------------------------------------------------
   x  |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval ------+----------------------------------------------------------------
 Mck  |  -.2622068   .0173646   -15.10   0.000    -.2962768   -.2281368
 Acy  |  -10.01862   1.684471    -5.95   0.000     -13.3236   -6.713626
 Acw2 |  -53.35768   4.470133   -11.94   0.000    -62.12823   -44.58712

. mat b = e(b)
. mat li b


b[1,3]
           Mck:        Acy:       Acw2:
         _cons       _cons       _cons
y1  -.26220681  -10.018615  -53.357676


Than I would like to calculte γ= Mck / Acy

 . nlcom ( γ:  b[1,1]/b[1,2])

          γ:  b[1,1]/b[1,2]

-----------------------------------------------------------------------
   x1  |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+--------------------------------------------------------        γ |    .026172          .        .       .            .           .
-----------------------------------------------------------------------

Now my question is: Why is there no Std. Err. given? What did I do wrong? How can I get these values?

Thanks a lot for your help.

Christina



> You need to save the estimate from the first model before you fit the
> second.
> 
> For example, a convenient method is to copy estimates to a matrix:
> 
> . mat b = e(b)
> . mat li b
> 
> On Tue, Oct 30, 2012 at 12:43 PM,  <chw_wagner@gmx.de> wrote:
> 
> > my model consist of two equations x1 und x2 which I estimate seperatly
> using non linear least squares in Stata 12. α and β denote the estimated
> coefficients, y and z the variables.
> >
> > First I estimate x1 using:
> > nl (x1= {α1}*y1+ {α2}*y2 + {α3}*y3)
> >
> > Then I estimate x2 using:
> > nl (x2= {β1}*z1+ {β2*z2 + {β3}*z3)
> >
> > After the estimation I want to calculate a new coefficient γ using the
> coefficient α1 from the first equation and β1 from the second equation
> using the nlcom command, for example:
> >
> > nlcom (γ= α1/β1)
> >
> > My question is now, how can I access the coefficient α1 from the first
> equation x1? How would the code for the nlcom command look like?

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