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From |
Robert A Yaffee <bob.yaffee@nyu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: RE: RE: st: Constraints for simultaneous equations model |

Date |
Thu, 17 Apr 2008 07:30:28 -0400 |

Beat, You might explore the MATA matrix language in Stata and see if you could set up the constraints in there. - Regards, Bob 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: Thursday, April 17, 2008 0:03 am Subject: RE: RE: st: Constraints for simultaneous equations model To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> > Bob > > Imagine you have to specify several hundred constraints like that. > Instead of writing them down one by one I'm looking for a way to do > this in matrix notation. But maybe that's just not possible in Stata. > I can always program it by hand in Matlab. > > Beat > ________________________________________ > 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 9:49 PM > To: statalist@hsphsun2.harvard.edu > Subject: Re: RE: st: Constraints for simultaneous equations model > > Beat, > Suppose you have reg3 (y1 y2 x1 x2 x3) (y2 y1 x1 x2 x3) and you > want to drop out x1 from the first y1 equation, you could specify this > as follows: > > constraint 1 [x1] y1 = 0 > reg3 (y1 y2 x1 x2 x3) (y2 y1 x1 x2 x3) , 3sls constr(1) > > This sets up the constraint of x1 = 0. > > 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 9:33 pm > Subject: RE: st: Constraints for simultaneous equations model > To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> > > > > 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 > > > > > > * > > > * For searches and help try: > > > * http://www.stata.com/support/faqs/res/findit.html > > > * http://www.stata.com/support/statalist/faq > > > * http://www.ats.ucla.edu/stat/stata/ > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Constraints for simultaneous equations model***From:*Beat Hintermann <bhintermann@arec.umd.edu>

**Re: st: Constraints for simultaneous equations model***From:*Robert A Yaffee <bob.yaffee@nyu.edu>

**RE: st: Constraints for simultaneous equations model***From:*Beat Hintermann <bhintermann@arec.umd.edu>

**Re: RE: st: Constraints for simultaneous equations model***From:*Robert A Yaffee <bob.yaffee@nyu.edu>

**RE: RE: st: Constraints for simultaneous equations model***From:*Beat Hintermann <bhintermann@arec.umd.edu>

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