[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: constraining residual variance in xtmixed
On Jul 3, 2007, at 8:44 PM, [email protected] wrote:
I saw that xtmixed does not support constraints. In my model I want to
fix the residual variance to the known value of 0. If anyone having an
idea about that, I would appreciate letting me know.
I don't know the context or details of your specification, but
shouldn't an error component that has zero variance be
observationally equivalent to a fixed effect? In that case, you may
be able to use a dummy variable approach. Otherwise, I think you'll
need to be clearer about the identifying assumptions you have in mind
for anyone to give you a useful answer. Hope that helps.
-- Mike
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
