PROPCNSREG: Stata module fitting a linear regression with a proportionality constraint by maximum likelihood

Statistical Software Components from Boston College Department of Economics

Abstract: propcnsreg fits by maximum likelihood a linear regression with a proportionality constraint. Consider a model where the explained variable (y) depends on two explanatory variables (x1 and x2). Furthermore suppose that the effects of x1 and x2 differ for different values of a third variable (x3), i.e. the model contains interaction effects between x1 and x3 and between x2 and x3. The proportionality constraint imposes the constraint that the effects of x1 and x2 change by the same proportion as x3 changes. So if the effect of x1 doubles for a unit change in x3, than so does the effect of x2.

Language: Stata
Requires: Stata version 9.2
Keywords: proportionality constraint; MIMIC (search for similar items in EconPapers)
Date: Written 2007-05-23
Note: This module may be installed from within Stata by typing "ssc install propcnsreg". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/propcnsreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/propcnsreg.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/propcnsreg_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/propcnsreg_ex.ado sample program (text/plain)

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