Dear Statalist,
I'm trying to run a model that operates like a normal IV except with inequality restrictions on some coefficients. For instance, y = b1*x1 + b2*x2 + c + epsilon, z1 and z2 are exogenous instruments for the x's, and I impose b1 > 0.
Is there a canned Stata (or other) package to run this? If not, where would I begin on coding it?
Thanks for all your help,
Cory
I'm trying to run a model that operates like a normal IV except with inequality restrictions on some coefficients. For instance, y = b1*x1 + b2*x2 + c + epsilon, z1 and z2 are exogenous instruments for the x's, and I impose b1 > 0.
Is there a canned Stata (or other) package to run this? If not, where would I begin on coding it?
Thanks for all your help,
Cory
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