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Re: st: imposing cross-equation constrains with nlsur


From   "Brian P. Poi" <brian@poiholdings.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: imposing cross-equation constrains with nlsur
Date   Wed, 08 Jun 2011 08:05:30 -0400


On 06/08/2011 05:31 AM, ABDUL ADAM wrote:
Dear Brian,

Thank you very much. Now because of your help I can account for homogeneity and adding up constraints. But my problem is how can I go about accounting for Symmetry. I have also tried testnl to test for symmetry but I was not sure what to do with the parameters where I fail to reject the null hypothesis. I am thinking to remove those parameters in my elasticity calculations but I am not sure. Please help clarify.
Best Regards,


One way to test for symmetry is with a likelihood-ratio test. Fit the model with the symmetry conditions imposed and save those results with -estimates save-. Next, fit the model without the symmetry conditions imposed, then use -lrtest- to conduct the likelihood-ratio test.

Regardless of the outcome of that test, it might be interesting to compare the elasticities based on the models with and without symmetry imposed.

   -- Brian Poi
   -- brian@poiholdings.com
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