Beat,
You might explore the MATA matrix language in Stata and see if you could
set up the constraints in there.
- Regards,
Bob
Robert A. Yaffee, Ph.D.
Research Scientist
Silver School of Social Work
New York University
----- Original Message -----
From: Beat Hintermann <[email protected]>
Date: Thursday, April 17, 2008 0:03 am
Subject: RE: RE: st: Constraints for simultaneous equations model
To: "[email protected]" <[email protected]>
> Bob
>
> Imagine you have to specify several hundred constraints like that.
> Instead of writing them down one by one I'm looking for a way to do
> this in matrix notation. But maybe that's just not possible in Stata.
> I can always program it by hand in Matlab.
>
> Beat
> ________________________________________
> From: [email protected]
> [[email protected]] On Behalf Of Robert A Yaffee [[email protected]]
> Sent: Wednesday, April 16, 2008 9:49 PM
> To: [email protected]
> Subject: Re: RE: st: Constraints for simultaneous equations model
>
> Beat,
> Suppose you have reg3 (y1 y2 x1 x2 x3) (y2 y1 x1 x2 x3) and you
> want to drop out x1 from the first y1 equation, you could specify this
> as follows:
>
> constraint 1 [x1] y1 = 0
> reg3 (y1 y2 x1 x2 x3) (y2 y1 x1 x2 x3) , 3sls constr(1)
>
> This sets up the constraint of x1 = 0.
>
> 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 9:33 pm
> Subject: RE: st: Constraints for simultaneous equations model
> To: "[email protected]" <[email protected]>
>
>
> > 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/
> *
> * 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/
