Re: st: nlcom

[Alfonso Sanchez-Penalver <alfonso.statalist@gmail.com>]

Hi Nigussie,

What you're suggesting would create a different value for each observation in z, so I don't see how that becomes a parameter. My first thought is that you would want to know the value of the parameter at a specific point of z: it's mean, it's median, etc... Then you could use -nlcom- using the sample mean or sample median for z or whatever value you choose. You can do nlcom for different values of z and test the significance of the combination at any value of z you want. So in principle you could loop across all observations of z and do a test for each observation, but why you would want to do that and what significance it could actually have escapes me.

Best,

Alfonso Sanchez-Penalver

> On Mar 27, 2014, at 1:18 PM, Nigussie Tefera <nigussie.tefera@gmail.com> wrote:
> 
> Dear statlist,
> 
> I want to estimate parameters by mixing/combining estimated
> coefficients with variables through non-linear combinations. I know
> that nlcom command can handle if all of them are coefficients instead
> of variables, but don't know how to do if we have a combination of
> variables and coefficients.
> 
> suppose I have coefficients _b[w1], _b[w2], _b[w3] and a variable z.
> Suppose I want to estimate and test the significance of the
> coefficient from equations of this form:  z*_b[w1] - (_b[w2]/_b[w3]).
> How can I proceed?  Your kind suggestion is very welcome.
> 
> best
> 
> Nigussie
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