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From |
Sebastian Gomez <sebastiangomez87@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 1 Feb 2011 14:32:20 +0000 |

Guys just figured it out, I have to use the aconstraints() option, not acns(). So I have to define all the restrictions, among them [a_1_1]=-[a_1_2], for example. Hope this helps to anyone with the same problem. On 1 February 2011 14:22, Nick Cox <njcoxstata@gmail.com> wrote: > 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/ > * * 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/

**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>

**Re: Re: st: Negative restrictions in svar***From:*Nick Cox <njcoxstata@gmail.com>

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