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Re: st: constraints on 2SLS parameters


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: constraints on 2SLS parameters
Date   Thu, 13 Aug 2009 14:12:37 +0200

Try it with reg3:

reg3 (y1 =x1 q1 q2 q3) (q1 q2 q3 = a b c) (y2 =x1 z1 z2 z3) (z1 z2 z3 =a b c) (y3 =x1 q1 q2 q3) (q1 q2 q3 = a b c), 2SLS

test [y1]q1=[y2]z1 or whatever you wish to test. The stuff in brackets identifies which equation you are referring to.

HTH,
John.


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On 13.08.2009 07:59, Susaeta ,Andres wrote:
Hello there

I'm dealing with a simulatenous equation system like the following one and I'm using ivreg to calculate the parameters

ivreg y1 x1 (q1 q2 q3 =a b c)
ivreg y2 x1 (z1 z2 z3 =a b c)
ivreg y3 x1 (q1 q2 q3= a b c)

I want to impose certain symmetry, for example, parameter of q1=parameter of z1 and parameter of z2= parameter of q2. I have tried to use the constraint option but I get a massage that constraint option is not allowed for ivreg. Any suggestions woulde be apprecciated!
Thanks in advance!!
Andres





--
Susaeta Larrain,Andres


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