Re: Re: st: Negative restrictions in svar

[Sebastian Gomez <sebastiangomez87@gmail.com>]

Guys just figured it out, I have to use the aconstraints() option, not
acns(). So I have to define all the restrictions, among them
[a_1_1]=-[a_1_2], for example. Hope this helps to anyone with the same
problem.

On 1 February 2011 14:22, Nick Cox <njcoxstata@gmail.com> wrote:
> This question appeared twice. A metaquestion is why no-one replied the
> first time. I read it and thought "How can we advise well on this
> little information?" and deleted.
>
> It seems to me that the choices are yours, including but not only
>
> 1. You have a hypothesis about coefficients. You can leave the model
> unconstrained and see if the data agree.
>
> 2. Your variables are yoked together by definition so that there is
> one fewer genuine variable. (An analogue would be % males and %
> females, yoked so that their total is 100.) In that case, it is not
> clear that asking for separate impulse response functions makes sense
> or, more positively, is needed at all. Perhaps it does, but you should
> explain why.
>
> 3. Working with the difference y - x does not rule out working with x
> and y separately in other problems.
>
> 4. There is some science that will answer your question, but even
> people in your science can't say what it is, as the question is shorn
> of context.
>
> There seems to be a widespread expectation that people who answer
> questions on Statalist are supergurus who should be able to tell you
> what to do in almost any statistical project. Not so; typically they
> just know a bit more than average about Stata,
>
> Nick
>
> On Tue, Feb 1, 2011 at 1:33 PM, Sebastian Gomez
> <sebastiangomez87@gmail.com> wrote:
>> The problem is that I will later analyze Impulse Response Functions,
>> so I need the original variables. Besides, they also appear in some
>> other equations.
>>
>> On 1 February 2011 09:01, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
>>> --- On Tue, 1/2/11, Sebastian Gomez wrote:
>>>> I will estimate a svar, with short-run constraints, using
>>>> acns(). I want to impose the restriction to one coefficient
>>>> so it's the negative of other, for example
>>>> d1*x - d1*y + d2*z = e
>>>
>>> I don't know -svar-, but often you can impose such a constraint
>>> by creating a new variable:
>>>
>>> d1*x - d1*y + d2*z = e
>>> d1*(x-y) + d2*z = e
>>>
>>> So if you create a new variable that is x -y and add that
>>> new variable instead of x and y. The coefficient of that new
>>> variable is the d1 you are looking for.
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