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st: Multiple Constraints on a Single Parameter
From
Dimitrios Dimitropoulos <[email protected]>
To
[email protected]
Subject
st: Multiple Constraints on a Single Parameter
Date
Sun, 5 May 2013 22:18:17 -0400
I am trying to estimate a 3 equation SUR Model of the form
y1 = a1 + b11*x1 + e
y2 = a2 + b21*x2 + e
y3 = a3 + b31*x2 + e
and I want to define the following set of constraints
b11 = b21 = 1- b31
but I am getting an error.
Specifically, I first tried using the following code
. constraint define 1 x1 = x2 = 1-x3
. sureg (y1 = x1) (y2 = x2) (y3 = x3), constraint (1)
but that resulted in the error message "redundant or inconsistent
constraints". So I then tried
. constraint define 1 x1 = x2
. constraint define 2 x1 = 1-x3
. sureg (y1 = x1) (y2 = x2) (y3 = x3), constraint (1 2)
and again I get the same error.
Can anyone help me?
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