Re: st: RE: xtabond2 and parameter restrictions

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 11:24 AM 7/7/2005 +0100, Mark Schaffer wrote:

> I am pretty sure that xtabond2 doesn't support constraints.
I don't know if it will perform the desired task in this case, but Jeroen 
Weesie's -linest- can often be useful for imposing linear constraints with 
commands that do not otherwise support them.  An example given in its help 
file is

. logit y x1 x2 x3 x4
. constr def 1 x1+x2+x3+x4=0
. linest, c(1)                     (estimate model s.t. constraint 1)
. const def 2  x1=x2
. linest, c(1,2)                   (estimate model s.t. constraints 1 and 2)

I think a key is whether the desired constraint is indeed linear and can be 
specified via the -constraint- command.


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Richard Williams, Notre Dame Dept of Sociology
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