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st: RE: constraints insufficient for unique estimate


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: constraints insufficient for unique estimate
Date   Wed, 10 Aug 2005 19:51:52 -0500

You need to add the -nocons- option if you have full set of dummy variables.

Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Zeynal Karaca
> Sent: Wednesday, August 10, 2005 6:21 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: constraints insufficient for unique estimate
> 
> Hi,
> 
> I need some help on the following case:
> 
> The equation that I am running is a simple linear reggression model.
> Basically,
> 
> constraint define 1 x1=x2
> 
> cnsreg Y x1 x2 x3 x4 x5 c1 c2 c3 c4 c5 c6 c7 c8 c9 c10 c11 c12 c13
> c14 c15 c16 c17 c18 c19 c20 c21 c22 c23 c24 c25 c26 c27 c28 c29 c30
> c31 c32 c33 c34 c35 c36 c37 c38 c39 c40 d1 d2 d3 d4 d5 d6 d7 d8 d9
> d10 d11 d12 d13 d14 d15 d16 d17 d18 d19 d20 d21 d22 d23 d24 d25 d26
> d27 d28 d29 d30 d31 d32 d33 d34 d35 d36 d37 d38 d39 d40 ,constraint
> (1)
> 
> Here the dependent variable is expenditures, the right hand variables
> all are dummy variable for ceratin groups, for example, c1..c40 for
> therapeutic conditions.
> 
> When I run the regression it gives me the following error:
> 
> constraints insufficient for unique estimate
> redundant or inconsistent constraints
> 
> But, when I decrease the number of dummy variables for each category
> to 5, the regression is going through. But I need to use all the
> dummy
> variables becasue all of them seperated and unique and it is crucial
> for my dissertation. So, please help me out if I am missing something
> in the code or should I use a different definition for the
> constraint?
> 
> Zeynal Karaca
> Texas A&M University
> Department of Economics
> 3005 Academic Building West
> College Station, TX   77843-4228
> Phone:1-979-8458782
> 
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