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Re: st: How to use elements of a matrix as constraints in cnsreg
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: How to use elements of a matrix as constraints in cnsreg
Date
Thu, 11 Aug 2011 18:42:44 +0100
At a guess, you must evaluate the elements of D, not just refer to
them. Something like
constraint 1 llonepenhx = `= D[1,1]'
constraint 2 lIMD2007 = `= D[2,1]'
cnsreg yvar x1var x2var llonepenhx lIMD2007, constraints(1-2)
should mean that -constraint- and thus -cnsreg- just see the evaluated
expressions.
Warning: speculative code; completely untested.
Nick
On Thu, Aug 11, 2011 at 5:53 PM, Steve Martin <[email protected]> wrote:
> 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))
>
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