Date:         Mon, 28 Feb 2005 16:12:42 +0100
Reply-To:     John Antonakis <John.Antonakis@unil.ch>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         John Antonakis <John.Antonakis@unil.ch>
Subject:      Equality constraints and multivariate regression
Comments: To: Jeremy Miles <jnvm1@york.ac.uk>
In-Reply-To:  <42232C81.9070505@york.ac.uk>
Content-Type: text/plain; charset="us-ascii"; format=flowed

Thank Jeremy....nice and simple solution that was staring me in the
face.  Changing the name of the thread because I have another question,
related to the previous.

BTW, do you know of any way to impose and test for equality constraints on
parameters (i.e., beta coefficients) in the context of a multivariate
regression?

Assume
y1 = a1 +b1x1 + e and
y2 = a2 + b2x1 + e.

I have two dependent variables, y1 and y2 and an indepedent variable x1.  I
would like to know whether b1 and b2 differ significantly.  How would one
test that in SPSS?

Best regards,
John.

At 14:36 28.02.2005 +0000, Jeremy Miles wrote:
>In multivariate GLM, put your predictors in as covariates, no fixed or
>random factors.
>
>E.g.
>
>GLM Y1 Y2 Y3 with X1 X2 X3.
>
>Will estimate a multivariate regression (anf give you Wilks Lambda).
>
>JM
>
>
>
>John Antonakis wrote:
>>Greetings:
>>
>>I would be very grateful if anyone could share their code for estimating a
>>multivariate regression model (i.e., a model in which there are multiple
>>*dependent* variables and the equations are estimated simultaneously). I am
>>very interested also in code that will calculate Wilks lamda for the model.
>>
>>Thanks much.
>>John.
>>
>>
>>Note:
>>1. I have moved again--to office #527 this time.
>>2. My new phone number: Tel: ++41 (0)21 692-3438
>>3. My e-mail address is now: john.antonakis@unil.ch
>>
>>*******************************************************************************
>>
>>John Antonakis, Ph.D.
>>Department of Management, HEC
>>University of Lausanne
>>BFSH-1
>>CH-1015 Lausanne-Dorigny
>>Switzerland
>>
>>Tel: ++41 (0)21 692-3461
>>Fax: ++41 (0)21 692-3495
>>
>>http://www.hec.unil.ch/hec/Members/jantonak/239?lang=en
>>*******************************************************************************
>>
>
>
>--
>Jeremy Miles
>mailto:jnvm1@york.ac.uk             http://www-users.york.ac.uk/~jnvm1/
>Dept of Health Sciences (Area 4),  University of York,  York,  YO10 5DD
>Phone: 01904 321375       Mobile: 07941 228018         Fax 01904 321320


Note:
1. I have moved again--to office #527 this time.
2. My new phone number: Tel: ++41 (0)21 692-3438
3. My e-mail address is now: john.antonakis@unil.ch

*******************************************************************************
John Antonakis, Ph.D.
Department of Management, HEC
University of Lausanne
BFSH-1
CH-1015 Lausanne-Dorigny
Switzerland

Tel: ++41 (0)21 692-3461
Fax: ++41 (0)21 692-3495

http://www.hec.unil.ch/hec/Members/jantonak/239?lang=en
*******************************************************************************