Dear all,
I am running a fractional logit model, using fracglm, where Vote (the percentages of votes in favor) is my dependent variable.
My independent variable of interest (X1) is a fraction, representing a group of people with voting power (1 vote per person). Hence, when X1 increases by 1, Vote should increase by a maximum of 1. The coefficient is relative to another group (not included in the regression), and both groups add up to the total voting power. Hence, the coefficient of X1 should be between -1 and 1.
However, X1 interacts with two additional variables:
Vote = a + [b1]X1 + [b2]X1 * X2 + [b3]X1 * X3
The total effect of X1 on Vote should be between -1 and 1 (-1<= b1 + b2 + b3 <=1).
How can I test such a model in Stata? I am aware of this FAQ but I am not sure whether it can be applied to my model.
Related Posts with Constraints in a nonlinear regression with interaction terms
Transform data from wide to long but then lots of values/observations went missing.Hi everyone, I have a dataset with dimension of individuals, observations (e.g income, total broadc…
Referring to a certain value when generating a new variableHello, I want to refer to a certain value when generating a new variable. My panel dataset looks a…
what should we do if after first differences the non-stationary of panel data still remained?hello everyone, I use a panel data and do after running the regression I get the residual and to fol…
how can concat observation data by IDI have the dataset like this: ID Course 1 MS Word 1 MS Excel 2 Windows 2 DOS I want to change it a…
IV regressions with interaction termsDear Stata community, I'd like to run an IV regression with interaction terms between the endogenou…
Subscribe to:
Post Comments (Atom)
0 Response to Constraints in a nonlinear regression with interaction terms
Post a Comment