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Re: st: RE: Adding a -constraints- option

From   Richard Williams <[email protected]>
To   [email protected], <[email protected]>
Subject   Re: st: RE: Adding a -constraints- option
Date   Tue, 22 Mar 2005 19:29:04 -0500

At 05:21 PM 3/22/2005 -0600, Scott Merryman wrote:
Possibly, Jeroen Weesie's -linest- maybe of use:

      linest.  Two-stage linear-constrained estimation.

      linest imposed linear constraints on the last estimation
      results. This two-stage estimator is asymptotically equivalent
      to the "true" one-stage constrained estimator.
Yes! That looks very promising. The help even says it is written for dummies like me, i.e. "for user-written command for which the trouble to add code to deal with constraints may be excessive, we supply a solution." It sounds like it may not be quite as good as a one-stage estimation procedure, but until I learn how to write my own this may be good enough. Thanks much!

Richard Williams, Notre Dame Dept of Sociology
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