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Re: st: Logit with constraints and no constant


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Logit with constraints and no constant
Date   Tue, 26 Sep 2006 12:12:21 -0500

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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