makecns.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 12feb2005}{...}
{cmd:help makecns}
{hline}

{title:Title}

{p2colset 5 20 22 2}{...}
{p2col :{hi:[P] makecns} {hline 2}}Constrained estimation{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 15 2}
{cmd:makecns}
	[{it:clist}|{it:matname}]
	[{cmd:,} {it:options}]

{p 8 15 2}
{cmd:matcproc} {it:T a C}

{phang}
where {it:clist} is a list of constraint numbers, separated by commas or
dashes; {it:matname} is an existing matrix representing the constraints and
must have one more column than the {hi:e(b)} and {hi:e(V)} matrices.

{phang}
{it:T}, {it:a}, and {it:C} are name of new or existing matrices.

{synoptset 12}{...}
{synopthdr}
{synoptline}
{synopt:{opt nocnsnote:s}}do not display notes when constraints are dropped{p_end}
{synopt:{opt di:splaycns}}display the system-stored constraint matrix{p_end}
{synopt:{opt r}}return the accepted constraints in {hi:r()}; this option overrides {opt displaycns}{p_end}
{synoptline}
{p2colreset}{...}


{title:Description}

{pstd}
{cmd:makecns} is a programmer's command that facilitates adding constraints to
estimation commands.

{pstd}
{cmd:makecns} will create a constraint matrix and displays a note for each
constraint that is dropped due to an error.  The constraint matrix can be
obtained by the {cmd:matrix get(Cns)} function (see {helpb get()}).

{pstd}
{cmd:matcproc} returns matrices helpful for performing constrained estimation,
including the constraint matrix.

{pstd}
If your interest is simply in using constraints in a command that supports
constrained estimation, see {helpb constraint}.


{title:Options}

{phang}
{cmd:nocnsnotes} prevents notes from being displayed when constraints are
dropped.

{phang}
{cmd:displaycns} displays the system-stored constraint matrix in readable
form.

{phang}
{cmd:r} returns the accepted constraints in {cmd:r()}.  This option overrides
{cmd:displaycns}.


{title:Example}

{pstd}
Here is an outline for programs to perform constrained estimation using
{cmd:makecns}:

{cmd}{...}
	program {it:myest}, eclass
		version {ccl stata_version}
		if replay() {	// {it:replay the results}
			if ("`e(cmd)'" != "{it:myest}") error 301
			syntax [, Level(cilevel) ]
                        makecns , displaycns
		}
		else {		// {it:fit the model}
			syntax {it:whatever} [,			     ///
				{it:whatever}			     ///
				Constraints(string)	    	///
				Level(cilevel)			///
			]
			// {it:any other parsing of the user's estimate request}
			tempname b V C T a bc Vc
			local p={it:number of parameters}
			// {it:define the model} ({it:set the row and column}
			// {it:names}) {it:in `b'}
			if "`constraints'" != "" {
				matrix `V' = `b''*`b'
				ereturn post `b' `V'	// {it:a dummy solution}
				makecns `constraints', display
				matcproc `T' `a' `C'
				// {it:obtain solution in `bc' and `Vc'}
				matrix `b' = `bc'*`T' + `a'
				matrix `V' = `T'*`Vc'*`T''	// {it:note prime}
				ereturn post `b' `V' `C', {it:options}
			}
			else {
				// {it:obtain standard solution in `b' and `V'}
				ereturn post `b' `V', {it:options}
			}
			// {it:store whatever else you want in e}()
			ereturn local cmd "{it:myest}"
		}
		// {it:output any header above the coefficient table}
		ereturn display, level(`level')
	end
{reset}{txt}{...}


{title:Also see}

{psee}
Manual:  {bf:[P] makecns}

{psee}
Online:  
{helpb constraint};
{helpb cnsreg},
{helpb ereturn},
{helpb get()},
{helpb local},
{helpb matrix},
{helpb ml}
{p_end}