Stata 15 help for _make_constraints


[P] _make_constraints -- Make the constraint matrices associated with a constraints() specification


_make_constraints, b(name) [constraints(numlist|matname)]


_make_constraints returns the constraint matrices defined by a constraint() specification as well as those implied by the factor specifications in the stripe of matrix b.


b(name) specifies the striped coefficient matrix for generating the constraint matrices. b() is required.

constraints(numlist) specifies the number list of the constraints defined by the constraint command. constraints(matname) specifies the matrix used by makecns.


For background about the linear constraint matrices used by Stata, see [P] makecns.

Given the r x p constraint matrix C and r x 1 vector a, we apply constraints as

C*b = a

on coefficient vector b using generated r x p matrix T as

bc = b*T

We compute the original parameterization from constrained vector bc using

b = bc*T' + a

_make_constraints uses only the stripe of coefficient matrix b; its numeric contents are immaterial.

_make_constraints returns in e matrix e(Cm)

Cm = (C,a)

which can be used when initializing an moptimize() problem with moptimize_init_constraints(M, Cm).

Stored results

_make_constraints stores the following in e():

Scalars e(k_autoCns) number of base, empty, and omitted constraints

Matrices e(Cm) constraint matrix (C,a) e(T) constraint matrix such that bc = b*T e(a) constraint right-hand-side vector

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