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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Negative restrictions in svar |
Date | Tue, 1 Feb 2011 09:01:20 +0000 (GMT) |
--- On Tue, 1/2/11, Sebastian Gomez wrote: > I will estimate a svar, with short-run constraints, using > acns(). I want to impose the restriction to one coefficient > so it's the negative of other, for example > d1*x - d1*y + d2*z = e I don't know -svar-, but often you can impose such a constraint by creating a new variable: d1*x - d1*y + d2*z = e d1*(x-y) + d2*z = e So if you create a new variable that is x -y and add that new variable instead of x and y. The coefficient of that new variable is the d1 you are looking for. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/