I wasn't using anything specific yet, but probably will end up using reg3.
In any case, I'm aware of the conditions necessary for identification. My system will end up being over-identified because I have a whole lot of exclusion restrictions. My problem is how to enter these restrictions in a reasonably efficient way. My system actually contains over 300 equations, not the 10 I used in the example, so typing them in individually is simply unfeasible.
________________________________________
From: [email protected] [[email protected]] On Behalf Of Robert A Yaffee [[email protected]]
Sent: Wednesday, April 16, 2008 9:26 PM
To: [email protected]
Subject: Re: st: Constraints for simultaneous equations model
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/
*
* 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/
