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st: RE: how to do parameter restrictions in fe, re be models


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: how to do parameter restrictions in fe, re be models
Date   Wed, 18 Nov 2009 22:38:05 -0000

I am aware of two main approaches: 

1. -constraint- is for setting up linear constraints on parameters. This
is the easiest way to apply constraints, providing that it applies to
your case, possibly after a parameterisation trick or two. 

2. You write your own programs to maximise likelihood, or more generally
optimise some figure of merit, so that your constraint is automatically
satisfied. That's a lot of fun. 

Others may have better news. I did -findit scale returns- and found
nothing obvious. You may need to use better keywords. 

Note that if you restrict yourself to economics terminology, you tend to
get only economics replies. 

Nick 
n.j.cox@durham.ac.uk 

Rup Singh

i am running with panel data some growth equations, in which i need to
restrict some 
parameters to imply constant returns to scale.  can anyone help in the
commands to be 
used for re, fe, be, abond or dpd models.


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