Rép. : Re: st: Inequality constraints in cnsreg

["Herve STOLOWY" <stolowy@hec.fr>]

Dear Maarten:

Thank you for your reply.

I read several times the Stata FAQ. Unfortunately, it does not cover my
case because the constraints concern two variables at a time and I do
not know how to proceed.

To be more precise, here is my model and my constraints:

regress value g_CA g_IA g_TA g_CA_IA g_CA_TA g_TA_IA g_CA_TA_IA, noconst
robust

constraint 1 g_CA_IA >= g_CA
constraint 2 g_CA_IA >= g_IA
constraint 3 g_CA_TA >= g_CA
constraint 4 g_CA_TA >= g_TA
constraint 5 g_TA_IA >= g_TA
constraint 6 g_TA_IA >= g_IA
constraint 7 g_TA_CA_IA >= g_CA_IA
constraint 7 g_TA_CA_IA >= g_CA_TA
constraint 7 g_TA_CA_IA >= g_TA_IA

Best regards

Hervé





>>> Maarten buis  05/11/10 19:39 >>>
--- On Fri, 5/11/10, Herve STOLOWY wrote:
> I have also read the answer from Marteen Buis and his
> suggested solution
> (http://www.stata.com/support/faqs/stat/intconst.html).
> 
> I do not understand very well the suggested solution and I
> am not trained in programming.
> 
> Consequently, my question is the following: is there a "not
> too complex" solution to get the constraints I need? 

Sorry, no: the Stata FAQ to which you refer to is the only 
(and thus the easiest) way of including inequality constraints.

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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