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st: impose constraint with -oprobit- in STATA 11


From   "J. Li" <[email protected]>
To   [email protected]
Subject   st: impose constraint with -oprobit- in STATA 11
Date   Fri, 28 Aug 2009 17:32:33 -0400

Hi all,

I realize that in STATA 11 now we can directly impose constraints on
the -oprobit- estimation. If I have to impose a large set of
constraints, can I specify the set of constraints in the form of a
matrix? For example,

from a previous estimation, I extracted the estimated coefficients and
saved them as a matrix myb

matrix myb=e(b)

now, I want to run an -oprobit- regression with a similar specification
(same y but a slightly different set of X's) as in the previous
regression but meanwhile constrain the coefficients of the same
covariates as the values stored in myb, can I directly impose the
constraints in the form of a matrix? Is this any related to the
commands "makecns" or "matcproc"? Many thanks!

Daisy

 
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