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Re: st: constrained rolling regression
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: constrained rolling regression
Date
Tue, 18 Jan 2011 13:24:24 +0000 (GMT)
--- On Tue, 18/1/11, "Oliver Brümmer" wrote:
> I'd like to perform a constrained rolling regression.
> I know that there is a constraint function and a rollreg
> module available. apparently, I am not able to combine
> these two.
I guess you tried to add constraints to -regress-, which
is not allowed. Instead you should use -cnsreg-.
*-------------------- begin example -----------------
webuse lutkepohl2, clear
tsset qtr
constraint 1 dln_consump = 1
rolling _b, window(30): ///
cnsreg dln_inv dln_inc dln_consump, constraints(1)
*------------------- end example ---------------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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