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st: Re: symmetry and homogeneity restrictions
From
Kashif Saeed <[email protected]>
To
[email protected]
Subject
st: Re: symmetry and homogeneity restrictions
Date
Mon, 19 Jul 2010 23:02:51 +0530 (IST)
Dear JP,
You have written code for estimating LA-AIDS in STATA using the variables and
equations as in the SAS example given
at http://support.sas.com/rnd/app/examples/ets/aids/index.htm. SAS
reports, after the parameter estimates for all the models in the
system, Parameter Restrictions Estimates (the results of the SRESTRICT
statements) which they say are "the Lagrangian parameter, λ, used to impose the
restriction" ( "λ measures the sensitivity of the system sum of square errors to
the restriction"). However, STATA does not report such estimates. Can you inform
what to do for obtaining these estimates in STATA?
Best regards,
Kashif Saeed.
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