Beat,
Are you using reg3? You need to check to be sure the rank condition
is satisfied.
Regards,
Bob Yaffee
Robert A. Yaffee, Ph.D.
Research Scientist
Silver School of Social Work
New York University
----- Original Message -----
From: Beat Hintermann <[email protected]>
Date: Wednesday, April 16, 2008 6:22 pm
Subject: st: Constraints for simultaneous equations model
To: "[email protected]" <[email protected]>
> I wonder whether there is an efficient way to define constrains for a
> simultaneous equation model.
>
> For example, assume I have 10 endogenous variables. For identification
> purposes I need to place at least 9*10/2=45 restrictions on the
> parameters. Is there a way to do this in matrix form, as opposed to
> defining 45 individual constraints?
>
> Any help much appreciated
>
> Beat
>
> *
> * 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/
*
* 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/
