Re: st: Logit with constraints and no constant

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

At 06:31 AM 9/26/2006, mathew.stalker@dotecon.com wrote:

> I want to estimate a logit with constraints and no constant, does anybody
> know if this is possible.
>
> Logit does not seem to allow constraints, so I have used mlogit, but when I
> include constraints and nocon I get the error : "redundant or inconsistent
> constraints".
>
> Is there any practical reason for this?
gologit2 (which you can get from SSC) lets you impose constraints):

. sysuse auto
(1978 Automobile Data)

. constraint 1 _cons=0

. constraint 2 price=mpg

. gologit2 foreign  price mpg, c(1-2)

Generalized Ordered Logit Estimates               Number of obs   =         74
                                                  Wald chi2(1)    =       8.17
                                                  Prob > chi2     =     0.0043
Log likelihood = -46.624775                       Pseudo R2       =    -0.0353

 ( 1)  [Domestic]_cons = 0
 ( 2)  [Domestic]price - [Domestic]mpg = 0
------------------------------------------------------------------------------
     foreign |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       price |  -.0001114    .000039    -2.86   0.004    -.0001877    -.000035
         mpg |  -.0001114    .000039    -2.86   0.004    -.0001877    -.000035
       _cons |  (dropped)
------------------------------------------------------------------------------



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Richard Williams, Notre Dame Dept of Sociology
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