[Limdep Nlogit List] Restricted estimation

Yen, Steven T syen at utk.edu
Mon Sep 21 03:27:44 EST 2009


Dear Limdepers
I am testing restricted estimation with the sample selection model by imposing rho=0 (I have 15 regressors in the selection equation and level equation). The restriction ";rst=..." seems to get ignored. Any clues? Thanks.
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probit ;lhs=d ;rhs=z ;hold $
select ;lhs=y ;rhs=x ;mle ;par 
       ;rst=a1,a2,a3,a4,a5,a6,a7,a8,a9,a10,a11,a12,a13,a14,a15,           
            b1,b2,b3,b4,b5,b6,b7,b8,b9,b10,b11,b12,b13,b14,b15,ss,0 $
 
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Steven T. Yen
http://web.utk.edu/~syen/
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