Would it be faster to batch SetVertex/PixelShaderConstant calls?

From  http://www.gamedev.net/topic/435995-would-it-be-faster-to-batch-setvertexpixelshaderconstant-calls/

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Kimani:

So I would imagine the API call I make most often is SetVertexShaderConstantF.

pd3dDevice->SetVertexShaderConstant( 1 );
pd3dDevice->SetVertexShaderConstantF( 1 );
pd3dDevice->SetVertexShaderConstantF( 4 );
pd3dDevice->SetVertexShaderConstantF( 1 );