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st: RE: How to use elements of a matrix as constraints in cnsreg


From   "Steve Martin" <stephen.martin@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: How to use elements of a matrix as constraints in cnsreg
Date   Thu, 11 Aug 2011 18:08:08 +0100

For anyone interested...one solution is to define a scalar as the relevant
element of the matrix

scalar define S1=D[1,1]
scalar define S2=D[2,1]

and then this works 

constraint 1 llonepenhx=S1
constraint 2 lIMD2007=S2.

S.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Steve Martin
Sent: 11 August 2011 17:54
To: statalist@hsphsun2.harvard.edu
Subject: st: How to use elements of a matrix as constraints in cnsreg 

I am using Stata 11.  I have a matrix D

. matrix list D

D[2,1]
                random
llonepenhx  -.43352401
  lIMD2007  -.19335928

I want to estimate a constrained regression where the values of certain
elements of the matrix D serve as constraints in a regression.  In
particular, I would like to constrain the coefficient on llonepenhx to be
equal to -0.43352401 and the coefficient on lIMD2007 to be -0.19335928.

Trying

constraint 1 llonepenhx=D[1,1]
constraint 2 lIMD2007=D[2,1]
cnsreg yvar x1var x2var llonepenhx  lIMD2007, constraints(1-2)

results in 

(note: constraint number 1 caused error r(131))
(note: constraint number 2 caused error r(131))

Suggestions please.  Thanks.

Steve

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