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st: Re: symmetry and homogeneity restrictions


From   Kashif Saeed <kashifsaeed@ymail.com>
To   statalist@hsphsun2.harvard.edu
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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