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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 12:47:16 +0000
Should be: Austin gave much better advice than I did.
On Thu, Nov 1, 2012 at 9:09 AM, Nick Cox <[email protected]> wrote:
> -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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