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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: Re: st: Negative restrictions in svar |

Date |
Tue, 1 Feb 2011 14:22:43 +0000 |

This question appeared twice. A metaquestion is why no-one replied the first time. I read it and thought "How can we advise well on this little information?" and deleted. It seems to me that the choices are yours, including but not only 1. You have a hypothesis about coefficients. You can leave the model unconstrained and see if the data agree. 2. Your variables are yoked together by definition so that there is one fewer genuine variable. (An analogue would be % males and % females, yoked so that their total is 100.) In that case, it is not clear that asking for separate impulse response functions makes sense or, more positively, is needed at all. Perhaps it does, but you should explain why. 3. Working with the difference y - x does not rule out working with x and y separately in other problems. 4. There is some science that will answer your question, but even people in your science can't say what it is, as the question is shorn of context. There seems to be a widespread expectation that people who answer questions on Statalist are supergurus who should be able to tell you what to do in almost any statistical project. Not so; typically they just know a bit more than average about Stata, Nick On Tue, Feb 1, 2011 at 1:33 PM, Sebastian Gomez <sebastiangomez87@gmail.com> wrote: > 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. * * 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/

**Follow-Ups**:**Re: Re: st: Negative restrictions in svar***From:*Sebastian Gomez <sebastiangomez87@gmail.com>

**References**:**st: Negative restrictions in svar***From:*Sebastian Gomez <sebastiangomez87@gmail.com>

**Re: st: Negative restrictions in svar***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: Re: st: Negative restrictions in svar***From:*Sebastian Gomez <sebastiangomez87@gmail.com>

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