Thank you very much for your answer.
Florian
> Florian,
>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of
>> Rodrigo A. Alfaro
>> Sent: Tuesday, June 19, 2007 4:28 PM
>> To: [email protected]
>> Subject: st: Re: Instrumental variables and linear constraints
>>
>> ///
>> What about using "Brute force"? In other words, imposing constraints.
>> Maybe using -ivreg2, liml- you can pass constraint to -ml-.
>
> Rodrigo's suggestion could work, but you should use the -cue- rather
> than the -liml- option. -ivreg2- doesn't use -ml- for estimating LIML
> (the usual way LIML coefficients are found is from the solution to an
> eigenvalue problem, and that's what -ivreg2- does). CUE
> (continuously-updated GMM) is a generalization of LIML, and does call
> -ml-, so you can pass constraints in the way Rodrigo suggests.
>
> Cheers,
> Mark
>
>>
>> Rodrigo.
>>
>>
>> ----- Original Message -----
>> From: "Florian MAYNERIS" <[email protected]>
>> To: <[email protected]>
>> Sent: Tuesday, June 19, 2007 10:26 AM
>> Subject: st: Instrumental variables and linear constraints
>>
>>
>>> Hello,
>>>
>>> Could someone tell me how I can estimate an IV regression
>> with a linear
>>> constraint on the coefficients of endogenous variables
>> (since the option
>>> "constraints" is not allowed with ivreg)?
>>>
>>> Thank you,
>>>
>>> Florian Mayneris
>>>
>>> *
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>> *
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>>
>
> *
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>
*
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