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st: RE: xtabond2 and parameter restrictions

From   "Gielis Wim" <[email protected]>
To   <[email protected]>
Subject   st: RE: xtabond2 and parameter restrictions
Date   Thu, 7 Jul 2005 10:47:56 +0200

Hi Statalisters,

I think you can do this by stating:

define 1 xy = z
define 2 xp = q

(I abbreviate the variable names into p, q, x, y, z for convenience)

After that, you type the command for xtabond2, with

const(1 2)

added at the end.

BUT (I face a similar problem)

1) what to do if the restrictions you want to impose involve parameters
outside the relation (e.g. a coefficient represents the ratio of a
coefficient in the relation and the price elasticity of demand)???

2) going further, how can you obtain point estimates, standard errors,
etc. for all these variables (so including price elasticity of



-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of julian
Sent: donderdag 7 juli 2005 2:23 
To: [email protected]
Subject: st: xtabond2 and parameter restrictions

Dear Statalisters:

I am estimating a Dynamic Panel Data model using xtabond2

It is of the form:

Dependent variable(i,t)  = constant +b1 X1(i,t) + b2 X1(i,t-1)+ b3
X2(i,t) +
b4 X2(i,t-1) + b5 Dependent variable(i,t-1) + disturbance

I wonder how I can estimate the model but including the following

b5 b1 = b2
b5 b3 = b4

Ignoring these restrictions mean that I am loosing information because I
am overparametrizing the model. I would greatly appreciate if somebody
could tell me how to combine parameter restrictions with xtabond2, or
some other solution to my problem



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