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st: RE: constraint in regression and forval


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: constraint in regression and forval
Date   Mon, 22 Mar 2010 18:03:30 -0000

Try 

constraint 1 dumy97 = `= xalea[`i']' 

Nick 
[email protected] 

SCHOUMAKER Bruno

I want to run a series of 100 constrained regressions with different 
constraints randomly selected from a normal distribution

I tried use the following program, but it looks like the constriant is 
ignored. When I define the constraint to be equal to a number (eg. 
constraint 1 dumy97=0.03), it works... but I want the constraint to 
change automatically.

Has anyone an idea on how I could do this (use randomly selected 
constraints for a large number of models) ?

Thank you in advance

Bruno

*****

generate xalea = rnormal()*0.0645+0.028

forvalues i = 1(1) 100 {
constraint 1 dumy97 = xalea[`i']
xi: poisson _d i.ageg rcsp1-rcsp4 v1-v4 dumy97, exposure(exposy)
const(1)
}


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