Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: need to estimate constraints using "eclass"

From   Elizabeth Bruch <[email protected]>
To   [email protected]
Subject   st: need to estimate constraints using "eclass"
Date   Tue, 07 Jun 2005 18:49:15 -0700

Dear Stata List,

I have written a program to compute standard errors (corrected for
choice-based sampling) for a conditional logit model. The first few lines
of my program are:

capture program drop wesmle
program define wesmle, eclass
xi: clogit `1'
local n `e(N)'
local ll0 `e(ll_0)'
local logl `e(ll)'
local freepar `e(df_m)'
local choice `e(depvar)'
local idv `e(group)'
tempname coef covar
matrix `coef'=e(b)
matrix `covar'=e(V)
-- and so forth.

However, I need to constrain the value of one of my coefficients to be
fixed (at, say, -6). The "eclass" will not allow for constrained
estimation. Is there any way of getting around this? Can I access the
system variables (e.g., e(V)) without defining my program as an eclass?

Many thanks!

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index