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st: Distributed Lag Time Model

From   "A K Gupta" <>
To   <>
Subject   st: Distributed Lag Time Model
Date   Wed, 18 Oct 2006 09:21:19 -0400

Hello users

I am trying to fit a Distributed lag model using the analogy presented
by Allen McDowell

The following is a program written by Dr. McDowell to generate a
constraint matrix

program pdlconstraints
  	version 8.2
	args p q `matname'
  	local r = `p' - `q'
  	local m = `q' +  1
  	matrix `matname' = J(`r',`p'+3,0)
  	forvalues i = 1/`r' {
  		local x= `i' +`q' +1
  		local k= -1
 		local d= 1
 		for values j = `x'(-1)`i' {
 			local k= `k' + 1
 			matrix `matname'[`i',`j'] = `d'*comb(`m',`k')
			local d= -1*`d'

This is to be followed by 

pdlconstraints p q matname

Stata keeps returning an invalid syntax error.

Can someone point out the error?

Any further help towards distributed lag modeling shall be very welcome
as well.



A K Gupta, MD MPH
Michigan State University

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