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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   Mon, 21 Mar 2011 09:18:03 +0000

Silly comment from me. Was thinking about quite a different problem.

Nick

On Sun, Mar 20, 2011 at 10:18 AM, Nick Cox <[email protected]> wrote:
> 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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