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RE: st: Constraints for simultaneous equations model


From   Beat Hintermann <bhintermann@arec.umd.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Constraints for simultaneous equations model
Date   Wed, 16 Apr 2008 21:29:39 -0400

I wasn't using anything specific yet, but probably will end up using reg3.

In any case, I'm aware of the conditions necessary for identification. My system will end up being over-identified because I have a whole lot of exclusion restrictions. My problem is how to enter these restrictions in a reasonably efficient way. My system actually contains over 300 equations, not the 10 I used in the example, so typing them in individually is simply unfeasible.


________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Robert A Yaffee [bob.yaffee@nyu.edu]
Sent: Wednesday, April 16, 2008 9:26 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Constraints for simultaneous equations model

Beat,
    Are you using reg3?   You need to check to be sure the rank condition
is satisfied.
          Regards,
              Bob Yaffee


Robert A. Yaffee, Ph.D.
Research Scientist
Silver School of Social Work
New York University


----- Original Message -----
From: Beat Hintermann <bhintermann@arec.umd.edu>
Date: Wednesday, April 16, 2008 6:22 pm
Subject: st: Constraints for simultaneous equations model
To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>


> I wonder whether there is an efficient way to define constrains for a
> simultaneous equation model.
>
> For example, assume I have 10 endogenous variables. For identification
> purposes I need to place at least 9*10/2=45 restrictions on the
> parameters. Is there a way to do this in matrix form, as opposed to
> defining 45 individual constraints?
>
> Any help much appreciated
>
> Beat
>
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