Dear Listers,
To test for complementarity and/or substitutability between four different
variables, I would like to test for multiple inequality restrictions of
regression parameters (typically generated from xtreg). The method is
proposed by, among others:
Econometrica, Vol. 50, No. 1 (January, 1982) LIKELIHOOD RATIO TEST, WALD
TEST, AND KUHN-TUCKER TEST IN LINEAR MODELS WITH INEQUALITY CONSTRAINTS ON
THE REGRESSION PARAMETERS BY CHRISTIAN GOURIE'ROUX, ALBERTO HOLLY. AND ALAIN
MONFORT
***Is there any post-estimation test available in Stata for this purpose? Is
there any user-written program out there?
This method is a test of complementarities, alternative to typical
one-tailed t-tests on the coefficient of cross-terms (multiplicative terms).
*** Are you aware of any alternative method/test?
Thanks a lot in advance for your time and support.
Fred
--
ir. Fardad Zand
Researcher & PhD Candidate
MSc Management of Technology
Department of Economics & Management of Innovation
Faculty of Technology, Policy & Management
Delft University of Technology
Kruisstraat 30
2611 MJ Delft
the Netherlands
Office: +31 15 278 42 73 (room C0.060)
Mobile: +316 54 31 57 97
Email: [email protected]
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