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| From | Stefan Öberg <Stefan.Oberg@econhist.gu.se> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | SV: st: truncreg with linear restriction |
| Date | Fri, 24 Feb 2012 10:13:16 +0100 |
Thank you! The data is only truncated in the first period so I will try to use estimates of the residual variance from the second period. /Stefan ________________________________________ Från: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] för Austin Nichols [austinnichols@gmail.com] Skickat: den 23 februari 2012 19:21 Till: statalist@hsphsun2.harvard.edu Ämne: Re: st: truncreg with linear restriction Stefan Öberg <Stefan.Oberg@econhist.gu.se>: I suspect you would be better off not constraining the variance; see also http://www.eco.rug.nl/~jacobs/jjdownload/truncateddistribution.pdf but here are various options: webuse nhanes2, clear reg height age i.sex i.race if age>30 reg height age i.sex i.race if age>30 & height>160 truncreg height age i.sex i.race if age>30 , ll(160) constraint 1 [sigma]_cons = 9.656 truncreg height age i.sex i.race if age>30 , ll(160) constraint(1) qui truncreg height age i.sex i.race if age>30 , ll(1) constraint 1 [sigma]_cons = `=e(sigma)' truncreg height age i.sex i.race if age>30 , ll(160) constraint(1) Note you really want to constrain to the residual variance, not the population marginal variance; do you know what the constraint should be? On Thu, Feb 23, 2012 at 10:58 AM, Stefan Öberg <Stefan.Oberg@econhist.gu.se> wrote: > Hi! > > I am using truncreg to estimate the effects from a set of variables on heights that are subject to some truncation below a minimum height requirement. I would like to use the restricted estimator as proposed by Brian A’Hearn (2004), A restricted maximum likelihood estimator for truncated height samples, Economics & Human Biology, Volume 2(1), Pages 5–19. > > How do I write the linear restriction to do this? > > I am using Stata 11.2. > > Yours sincerely > Stefan Öberg * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/