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st: RE: How to insert constraints on coefficients in xtabond.mata?
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: How to insert constraints on coefficients in xtabond.mata?
Date
Tue, 22 May 2012 17:30:44 +0100
This may be a question about -xtabond2- (SJ, SSC). From the top:
1. -xtabond- is an official command.
2. -xtabond2- isn't.
You want constraints that are inequalities.
One answer to this is _not_ to mess with anybody else's code, but to reparameterise in a way that ensures that the constraints are satisfied. See
FAQ . . . . Fitting a linear regression with interval constraints using nl
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . I. Canette
10/11 How do I fit a linear regression with interval
(inequality) constraints in Stata?
http://www.stata.com/support/faqs/stat/interval-
constraints.html
Another answer is why force the model to do this? If it doesn't happen any way, you have the wrong model (or, alternatively, the wrong kind of data).
Nick
[email protected]
Natalie Trapp
does anyone have an example file for how to insert constraints in
xtabond.mata, such as the linear coefficient should be positive b>0 and
the quadratic coefficient should be negative b^2<0?
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