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Re: st: access coefficients from another regression
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: access coefficients from another regression
Date
Thu, 1 Nov 2012 09:09:05 +0000
-nlcom- doesn't know where that matrix comes from, so no information
can possibly be inherited about associated uncertainty.
Austin much gave better advice than I did, so follow where he is pointing.
On Thu, Nov 1, 2012 at 9:00 AM, <[email protected]> wrote:
> 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, <[email protected]> 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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