Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: How to insert constraints on coefficients in xtabond.mata?


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: How to insert constraints on coefficients in xtabond.mata?
Date   Tue, 22 May 2012 17:30:44 +0100

This may be a question about -xtabond2- (SJ, SSC). From the top: 

1. -xtabond- is an official command. 
2. -xtabond2- isn't. 

You want constraints that are inequalities. 

One answer to this is _not_ to mess with anybody else's code, but to reparameterise in a way that ensures that the constraints are satisfied. See 

FAQ     . . . . Fitting a linear regression with interval constraints using nl
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . I. Canette
        10/11   How do I fit a linear regression with interval
                (inequality) constraints in Stata?
                http://www.stata.com/support/faqs/stat/interval-
                constraints.html

Another answer is why force the model to do this? If it doesn't happen any way, you have the wrong model (or, alternatively, the wrong kind of data). 

Nick 
n.j.cox@durham.ac.uk 

Natalie Trapp


does anyone have an example file for how to insert constraints in 
xtabond.mata, such as the linear coefficient should be positive b>0 and 
the quadratic coefficient should be negative b^2<0?

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index