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Re: st: constrained tobit regression?


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: constrained tobit regression?
Date   Mon, 4 Feb 2013 13:28:18 +0100

> Matthias Greiff wrote:
>> Is there a way to run a tobit regression with a constraint? In particular, I intend to incorporate a linear constraint that requires that some of the coefficients sum up to zero, e.g.,
<snip>
> -tobit var1 var 2 var 3 var4..., ll(0) constraint(1) - gives the message "option constraint() not allowed, r(198)".

That is consistent with the help-file of -tobit-: it does not include
the -constraint()- option, so it is not allowed. You can however still
estimate the constraint model quite easily, see: M.L. Buis (2012)
"Stata tip 108: On adding and constraining", The Stata Journal, 12(2),
pp. 342-344. <http://www.maartenbuis.nl/publications/sum_constr.html>

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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