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Re: st: Negative restrictions in svar


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Negative restrictions in svar
Date   Tue, 1 Feb 2011 09:01:20 +0000 (GMT)

--- On Tue, 1/2/11, Sebastian Gomez wrote:
> I will estimate a svar, with short-run constraints, using
> acns(). I want to impose the restriction to one coefficient
> so it's the negative of other, for example
> d1*x - d1*y + d2*z = e

I don't know -svar-, but often you can impose such a constraint 
by creating a new variable:

d1*x - d1*y + d2*z = e
d1*(x-y) + d2*z = e

So if you create a new variable that is x -y and add that
new variable instead of x and y. The coefficient of that new 
variable is the d1 you are looking for.

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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