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Re: st: How to compose constraint with a series of variables?
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: How to compose constraint with a series of variables?
Date
Sun, 20 Mar 2011 10:18:43 +0000
So you don't mind if any of the coefficients is negative?
Nick
2011/3/20 Jorge Eduardo Pérez Pérez <[email protected]>:
> clear
> set obs 1000
> gen y=uniform()
> forvalues i=1(1)50 {
> gen phrase`i'=uniform()
> gen x`i'=uniform()
> }
> glo sum ""
> local i=1
> foreach x of varlist phrase* {
> if `i'==1 {
> glo sum "$sum [`x']"
> }
> else {
> glo sum "${sum} + [`x']"
> }
> local i=`i'+1
> }
> constraint define 1 $sum = 0
> cnsreg y phrase* x*, constraints(1)
> _______________________
> Jorge Eduardo Pérez Pérez
>
>
> On Sat, Mar 19, 2011 at 9:20 PM, Muyang Zhang <[email protected]> wrote:
>> I am only imposing one constraint: the sum of those variables is 0.
>>
>> On Sat, Mar 19, 2011 at 7:43 PM, Nick Cox <[email protected]> wrote:
>>> You can't, or so I believe. I think the best you can do is to define
>>> many constraints within a loop. For example, suppose you had variables
>>> v1-v1000 and you wanted to impose the same constraint on each. A
>>> skeleton could be
>>>
>>> forval i = 1/1000 {
>>> constraint `i' v`i' = < whatever>
>>> }
>>>
>>> That said, I don't how successful you are likely to be imposing
>>> hundreds of constraints.
>>>
>>> Nick
>>>
>>> On Sat, Mar 19, 2011 at 9:56 PM, Muyang Zhang <[email protected]> wrote:
>>>>
>>>> I wish to set constraints in regression. I know usually it can be
>>>> implemented by the -constraint- command.
>>>>
>>>> But my problem is that I have a series of variables (over 1000)
>>>> starting with the same phrase followed by numbers. How can I compose
>>>> constraints with -*- operator?
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