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From | "Dimitriy V. Masterov" <dvmaster@gmail.com> |
To | Statalist <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: nlcom |
Date | Thu, 27 Mar 2014 13:11:42 -0700 |
If I understand what you have in mind correctly, this can be handled somewhat indirectly with -margins, expression()- and looking at the confidence interval. Here's a simple example with the cars data: sysuse auto, clear reg price mpg weight i.foreign margins, expression(foreign*_b[mpg] - _b[mpg]/_b[weight]) In this case, the 95% CI contains zero, so you cannot reject the null. This corresponds to the sample average of the expression. You can also do this manually: predictnl z = foreign*_b[mpg] - _b[mpg]/_b[weight] sum z I don't think doing a ttest on z would be valid, however, since it does not account for the estimation of the coefficients, so the margins method would be preferred. DVM On Thu, Mar 27, 2014 at 12:18 PM, Alfonso Sanchez-Penalver <alfonso.statalist@gmail.com> wrote: > 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 >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/