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Re: st: RE: xtabond2 and parameter restrictions

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: RE: xtabond2 and parameter restrictions
Date   Thu, 07 Jul 2005 08:04:46 -0500

At 11:24 AM 7/7/2005 +0100, Mark Schaffer wrote:

I am pretty sure that xtabond2 doesn't support constraints.
I don't know if it will perform the desired task in this case, but Jeroen Weesie's -linest- can often be useful for imposing linear constraints with commands that do not otherwise support them. An example given in its help file is

. logit y x1 x2 x3 x4
. constr def 1 x1+x2+x3+x4=0
. linest, c(1) (estimate model s.t. constraint 1)
. const def 2 x1=x2
. linest, c(1,2) (estimate model s.t. constraints 1 and 2)

I think a key is whether the desired constraint is indeed linear and can be specified via the -constraint- command.

Richard Williams, Notre Dame Dept of Sociology
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