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Re: st: Multiple Constraints on a Single Parameter


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multiple Constraints on a Single Parameter
Date   Wed, 8 May 2013 21:13:35 -0400


The following works fine on Stata 12.1 MP OS X

. sysuse auto, clear
. constraint define 1 weight = length
. constraint define 2 length = 1- price
. sureg (trunk = length) (mpg = weight) (rep78 = price), constraints(1 2)

I find that your first syntax

. constraint define 1 weight = length = 1- price

does not result in an error message, but the "= 1 - price" has no effect.
Where did you see constraint with three equal signs documented?


As the FAQ suggest, please show actual commands and results from
accessible data sets.


Steve

On May 5, 2013, at 10:18 PM, Dimitrios Dimitropoulos wrote:

I am trying to estimate a 3 equation SUR Model of the form

y1 = a1 + b11*x1 + e
y2 = a2 + b21*x2 + e
y3 = a3 + b31*x2 + e

and I want to define the following set of constraints

b11 = b21 = 1- b31

but I am getting an error.

Specifically, I first tried using the following code

. constraint define 1 x1  = x2 = 1-x3
. sureg (y1 = x1)  (y2 = x2) (y3 = x3), constraint (1)

but that resulted in the error message "redundant or inconsistent
constraints". So I then tried

. constraint define 1 x1  = x2
. constraint define 2 x1  = 1-x3
. sureg (y1 = x1)  (y2 = x2) (y3 = x3), constraint (1 2)

and again I get the same error.

Can anyone help me?
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