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st: Alternative to -nlcom-


From   Fernando Rios Avila <f.rios.a@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Alternative to -nlcom-
Date   Mon, 10 Sep 2012 13:45:34 -0400

Good afternoon Stata listers,
I wonder if anyone could suggest me alternatives to the command nlcom,
but with similar properties. Specifically, Im trying to do something
as follows:
sysuse auto
reg mpg price foreign trunk weight length
nlcom (Fis_char:_b[weight]+_b[length]) (other:_b[price]+_b[foreign]+_b[trunk])
This works fine, but for the particular excercise I'm using, there are
many observations and coefficients that makes the calculation very
slow, which i guess because assumes the restrictions are nonlinear.
I know it is possible to proceed with lincom, but this one doesnt
allow for multiple testing.
Does anyone knows an alternative but faster procedure?
Thank you
Fernando Rios-Avila
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