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From | Sebastian Gomez <sebastiangomez87@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Negative restrictions in svar |
Date | Tue, 1 Feb 2011 09:07:23 +0000 |
The problem is that I will later analyze Impulse Response Functions, so I need the original variables. Besides, they also appear in some other equations. On 1 February 2011 09:01, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- 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/ > -- Sebastián Gómez Cardona * * 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/