[Limdep Nlogit List] parameter constraints

[Twan Huybers]

Thanks, Bill.

I was away from the office for a little while and couldn't carry out
your suggested approach earlier.  I am pleased to report that the
restrictions command worked.

 

Regards,

Twan

 

________________________________

From: limdep-bounces at limdep.itls.usyd.edu.au on behalf of William Greene
Sent: Fri 10/30/2009 10:29 PM
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] parameter constraints

Twan. ;RST=list is for nonlinear estimation, not for least squares.
For this, to impose restrictions, use
;CLS: restriction, restriction, ...
If you want b1 to equal b2, use
;CLS:b(1)-b(2)=0
Restricted least squares is documented in the manual chapter on the
linear regression model.
/Bill Greene

----- Original Message -----
From: "Twan Huybers" <T.Huybers at adfa.edu.au>
To: limdep at limdep.itls.usyd.edu.au
Sent: Thursday, October 29, 2009 9:23:19 PM GMT -05:00 Columbia
Subject: [Limdep Nlogit List] parameter constraints

Hi all,



I have a question that seems to be so simple but I can't work out what
the problem is.  I am doing a straightforward regression analysis in
which I want to include parameter constraints - see below.  Following
the Limdep reference guide (R11-1) I use the 'rst' command to restrict
the first two parameters to be equal but the output shows me the
identical results as the non-constrained model.  I get no error message;
somehow the command does not seem to be recognised.



Any suggestions?



Thanks,

Twan



sample;all$

INCLUDE;

new;

origin=10$

REGRESS;

Lhs=xxpp;

Rhs=

arts,enter,event,food,nat,relax,sport,

qantas,hertz,_3nights,acc3sta,valta,

bangkok,hunter,margriv,nz,yarra,syd,melb,

exp3sta,valexp;

rst =
b1,b1,b2,b3,b4,b5,b6,b7,b8,b9,b10,b11,b12,b13,b14,b15,b16,b17,b18,b19,b2
0;

matrix$





Dr Twan Huybers

Senior Lecturer, School of Business, University of New South Wales

Australian Defence Force Academy

Canberra ACT 2600, Australia

Tel: +61 2 6268 8075 | Fax: +61 2 6268 8450 | Email:
t.huybers at adfa.edu.au <mailto:t.huybers at adfa.edu.au>

http://www.unsw.adfa.edu.au/sbus/staff_bios/huybers_twan.html
<http://www.unsw.adfa.edu.au/sbus/staff_bios/huybers_twan.html>

CRICOS Provider 00100G

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