Re: Re: st: SUR regression with constraints

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Tue, 13/7/10, Sami Haile wrote:
> However, when I do bootstrapping, it only
> work with one constraint.

I can't reproduce that error. The example below works
as expected with 2 constraints.

*---------------- begin example --------------------
sysuse auto, clear
constraint 1 _b[displacement:foreign] = ///
             1 - _b[mpg:foreign] - _b[price:foreign]
constraint 2 _b[displacement:weight] = ///
             1 - _b[mpg:weight] - _b[price:weight]

bootstrap _b, reps(50) :                ///
sureg (price foreign weight length)     ///
      (mpg foreign weight)              ///
      (displ foreign weight),           ///
      constraint(1 2)
*----------------- end example ----------------------


> My last question is , how can I make constraints with
> inequality.

That is hard. Basically you will need to write your 
own -sureg- program and hard code that constraint in
that program. See:
<http://www.stata.com/support/faqs/stat/intconst.html>

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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