Hi Andres:
In my advice to your below, I just realized that I used caps below for
"2SLS"--it should be 2sls for it to work, that is,
reg3 (y1 =x1 q1 q2 q3) (q1 q2 q3 = a b c) (y2 =x1 z1 z2 z3) (z1 z2 z3 =a b c) (y3 =x1 q1 q2 q3) (q1 q2 q3 = a b c), 2sls
Best,
J.
-------- Original Message --------
Subject: Re: st: constraints on 2SLS parameters
Date: Thu, 13 Aug 2009 14:12:37 +0200
From: John Antonakis <[email protected]>
Reply-To: [email protected]
Organization: UNIL
To: [email protected]
References: <[email protected]>
Try it with reg3:
reg3 (y1 =x1 q1 q2 q3) (q1 q2 q3 = a b c) (y2 =x1 z1 z2 z3) (z1 z2 z3 =a b c) (y3 =x1 q1 q2 q3) (q1 q2 q3 = a b c), 2SLS
test [y1]q1=[y2]z1 or whatever you wish to test. The stuff in brackets identifies which equation you are referring to.
HTH,
John.
**
____________________________________________________
Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en
Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________
On 13.08.2009 07:59, Susaeta ,Andres wrote:
Hello there
I'm dealing with a simulatenous equation system like the following
one and I'm using ivreg to calculate the parameters
ivreg y1 x1 (q1 q2 q3 =a b c)
ivreg y2 x1 (z1 z2 z3 =a b c)
ivreg y3 x1 (q1 q2 q3= a b c)
I want to impose certain symmetry, for example, parameter of
q1=parameter of z1 and parameter of z2= parameter of q2. I have
tried to use the constraint option but I get a massage that
constraint option is not allowed for ivreg. Any suggestions woulde
be apprecciated!
Thanks in advance!!
Andres
--
Susaeta Larrain,Andres
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____________________________________________________
Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en
Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
