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From |
Kit Baum <kitbaum@mac.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: PDLs |

Date |
Mon, 24 Feb 2003 07:16:28 -0500 |

--On Monday, February 24, 2003 2:33 -0500 Patrick wrote:

One thing _did_ change in v7 since that posting. In the meanwhile, StataCorp thoughtfully added a built-in command mat_put_rr (help mat_put_rr) which will allow one to do what I said I could not do above. Unfortunately, the press of time and lack of need to use PDLs in my own work has prevented me from writing the routine. Given this new command and a textbook description of PDLs, it would now not be hard to do so. I presume that the same facility exists in v8 (it doesn't run on this machine).Mingguo Lei (ccap_leimingguo@yahoo.com)how do i estimate Polynomial distributed lag model in Stata 7.0?To a similar question Kit Baum replied on January 17, 2001,Assuming you mean polynomial distributed lags (Almon lags), no. This question came up last year; I looked into the possibility to implement same, and it is a nontrivial issue given the way Stata deals with constraints. That is, unlike e.g. RATS, you cannot do constrained least squares by supplying the matrix and vector which transforms the b-vector into the shorter constrained set (R b = r). You can write out the constraints, each one, with 'define constraint' and recover the matrix of constraints implied by them, but you can't stuff that matrix (to my knowledge; may have changed in Stata7, but I don't think so) and perform cnsreg. That makes it exceedingly clumsy to do something like Almon lags, which depend on a pattern in the constraint matrix (as any textbook indicates). It would be very easy to program if you could just whip up that matrix and stuff it into the place where Stata saves the constraints (and I would have already written that routine).This may have changed in Stata 8 but I can't say, I use v.7.

Kit

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**Follow-Ups**:**st: RE: Re: PDLs***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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