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st: How to restrict parameters under Stata 10.0


From   Sakib Mahmud <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: How to restrict parameters under Stata 10.0
Date   Fri, 25 Jun 2010 15:12:00 -0600

Dear Members,

I would be glad if you can suggest me on 'how to use (employ) parameter restrictions' under STATA. I am running a multinomial logit model where I am running a regression of Y on X where I want to perform parameter restrictions to impose constraints on the model  either using fixed value or equality (e.g. like having zero values on some regressors)  At the end, I will have two regression results from two separate X's by imposing the restrictions. 

I know from Limdep or Nlogit, there is a separate command ".Rst =list" to impose constraints on the model parameters but I am not sure whether there is a separate command under STATA 10.0.

Thanks.

Regards,
Sakib
PhD Student, Economics & Finance
University of Wyoming (UW)


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