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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
3747 4
2007-04-28

使用SUR 模型估计下面的系统

Y1=b0+b1x1 +b2x2+b3x3+b4x4+e

Y2=r1+e

Y3=r2+e

如果给定约束 r1=b1, r2=b2

stata命令如何给出约束啊

sureg (Y1 x1 x2 x3 x4)(Y2)(Y3),constrain??? 后面怎么写

谢谢各位啊

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2007-4-28 08:15:00

为什么不去stata里面查帮助啊?

还有,论坛上有stata7的reference上面介绍的都很详细的?还是免费的

我不知道为什么不去看看。


-------------------------------------------------------------------------------------------------------
help for constraint manual: [R] constraint
dialogs: define drop
-------------------------------------------------------------------------------------------------------

Define and list constraints

constraint [define] # [ exp=exp | coefficientlist ]

constraint dir [ numlist | _all ]

constraint drop { numlist | _all }

constraint list [ numlist | _all ]

constraint get #

constraint free


coefficientlist is one of
coefficient [coefficient ...]
[eqno]: coef [coef ...]
[eqno]
[eqno1=eqno2]: coef [coef ...]
[eqno1=eqno2]

coefficient is
coef
[eqno]coef

coef is
varname
_b[varname]

eqno is
##
#
name


Description

constraint defines, lists, and drops linear constraints. Constraints are for use by models that
allow constrained estimation.

constraint get and constraint free are programmer's commands. constraint get returns the
contents of the specified constraint in macro r(contents) and returns in scalar r(defined) 0 or
1, 1 being returned if the constraint was defined. constraint free returns the number of an
unused constraint in macro r(free).


Examples

For use, with, say, cnsreg (where there is one equation):

. constraint 1 price = weight
. cnsreg mpg price weight, constraint(1)

For use, with, say, mlogit (where there are multiple equations):

. constraint 2 [Insured]site2 = 0
. mlogit insure age male site*, constraint(2)

. cons 10 [Insured]: site2 site3
. cons 11 [Insured=Prepaid]: site3 site4
. mlogit insure age male site*, cons(10-11)

In all cases:

. cons drop 1, 10-11
. cons drop _all


Also see

Manual: [R] constraint

Online: help for cnsreg, ml, mlogit, test; local, matrix makecns

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2007-4-28 10:53:00

谢谢啊 不好意思 第一次上论坛 不是很熟悉

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2007-4-28 18:24:00
very good.
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2007-7-21 10:35:00
呵呵
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