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Re: st: imposing cross-equation constrains with nlsur
From
"Brian P. Poi" <[email protected]>
To
[email protected]
Subject
Re: st: imposing cross-equation constrains with nlsur
Date
Wed, 08 Jun 2011 08:05:30 -0400
On 06/08/2011 05:31 AM, ABDUL ADAM wrote:
Dear Brian,
Thank you very much. Now because of your help I can account for homogeneity and adding up constraints. But my problem is how can I go about accounting for Symmetry. I have also tried testnl to test for symmetry but I was not sure what to do with the parameters where I fail to reject the null hypothesis. I am thinking to remove those parameters in my elasticity calculations but I am not sure. Please help clarify.
Best Regards,
One way to test for symmetry is with a likelihood-ratio test. Fit the
model with the symmetry conditions imposed and save those results with
-estimates save-. Next, fit the model without the symmetry conditions
imposed, then use -lrtest- to conduct the likelihood-ratio test.
Regardless of the outcome of that test, it might be interesting to
compare the elasticities based on the models with and without symmetry
imposed.
-- Brian Poi
-- [email protected]
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