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Re: st: Re: symmetry and homogeneity restrictions


From   Matthew J Baker <matthew.baker@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: symmetry and homogeneity restrictions
Date   Fri, 23 Jul 2010 10:50:09 -0400 (EDT)

I'm not sure if anyone responded to this somewhat old thread, 
but there was an article in the Stata Journal by Brian Poi (2002) 
"From the Help Desk: Demand System Estimation," Stata 
Journal No. 4, pp. 403-410. 

The article both details estimation, but also describes how many 
of the restrictions of the model can be tested. 

Best,

Matt Baker

Dr. Matthew J. Baker
Associate Professor
Department of Economics
Hunter College and the Graduate Center, CUNY

---- Original message ----
>Date: Mon, 19 Jul 2010 23:02:51 +0530 (IST)
>From: owner-statalist@hsphsun2.harvard.edu (on behalf of 
Kashif Saeed <kashifsaeed@ymail.com>)
>Subject: st: Re: symmetry and homogeneity restrictions  
>To: statalist@hsphsun2.harvard.edu
>
>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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