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st: number of constraints for cnsreg


From   "Tranos, E." <e.tranos@vu.nl>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: number of constraints for cnsreg
Date   Wed, 10 Jul 2013 16:51:21 +0000

Hi statalist,

I am trying to run the following constrained regression: 

cnsreg Y Y_t-1 FE_1 - FE_3000 FE_1xX_t-1 - FE_3000xX_t-1 Z_t-1

where FE_1-FE_3000 are fixed effects (panel data set with 3000 cross-section units), which I then interact with the variable X_t-1. I have to run this regression twice using one of the following set of constraints each time:

constraint define 1 FE_1xX_t-1 = 0
constraint define 2 FE_2xX_t-1 = 0
...
constraint define 3000 FE_3000xX_t-1

and 

constraint define 1 FE_2xX_t-1 = FE_1xX_t-1
constraint define 2 FE_3xX_t-1 = FE_1xX_t-1
...
constraint define 2999 FE_3000xX_t-1 = FE_1xX_t-1

However, Stata 12.1 only accepts up to 1999 constraints according to the 'constraint define' function. Any ideas of how I could overcome this limitation?

Thanks in advance,
Emmanouil

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