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Re: Re: st: SUR regression with constraints


From   Sami Haile <samex_zegr8@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: SUR regression with constraints
Date   Tue, 13 Jul 2010 05:08:40 -0700 (PDT)

Thanks indeed Marteen it really worked with sureg. However, when I do bootstrapping, it only work with one constraint. Suppose I have more than one constraint (in this case 2), and I tried it this way


bootstrap _b, reps(50) : sureg (price foreign weight length)     
      (mpg foreign weight)(displ foreign weight), constraint(1-2)

but it turned out to a message invalid syntax an error occurred when bootstrap executed sureg.
My last question is , how can I make constraints with inequality.
For eg.
-	if I want to get all _b (coefficients) positive.
-	If I want to make specific equation with negative coefficients. Eg. Negative coefficients for the equation mpg.
In my case I need to restrict the coefficients for the Subsidy equation to negative.
Thanks again.
Regards,
Sami



      

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