Re: st: Coefficient Constraints as Counterfactuals

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 01:25 PM 1/10/2013, Matthew C Mahutga wrote:
> Dear statalist.
>
> I have a question that I hope has an easy answer that escapes me.
>
> I am using  estimation command that does not support the constraints 
> option, but I would like to constrain a select group of 
> coefficients. For example, one model includes an interaction term 
> between a given socioeconomic process and a dummy variable for 
> institutional regime. I would like to ask questions like "what would 
> the trend in my outcome look like if the socioeconomic process had 
> the larger of the two conditional (i.e. by regime type) effects".
>
> Is there a universal means by which to set a given coefficient to a 
> fixed value prior to model estimation. Or, can I estimate predicted 
> values using stored results but change the coefficient on one 
> covariate beforehand?
>
> Thanks in advance!

I believe -estadd- or -eret2- can do the latter by using their 
replace options. Both are available from SSC.

The user-written -linest- may also do the trick. Use -findit-. In 
fact it may be better. It basically imposes constraints after 
estimation rather than before; hence other coefficients will also 
change once you impose a constraint on one or more other parameters.

Keep in mind too that you can do things like

test x1 = 3, coef

to both impose the constraint and see what all the other parameters 
then look like.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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