I want to test Lr test for endogenous switching regression equation (I have used movestay of this), where the constraint is "coefficient of the select equation equals the difference between the coefficients of the two segment equations".
I tried to run the following command to get the constrained equation, so that i can run lrtest. But i get the following error. Could someone help me with this?
**Command**
constraint 1 [LogWage1_1] Female -[LogWage1_0] Female = [HighWg] Female
constraint 2 [LogWage1_1] TechnicalEducation1 -[LogWage1_0] TechnicalEducation1 = [HighWg] TechnicalEducation1
constraint 3 [LogWage1_1] NewReligion2 -[LogWage1_0] NewReligion2 = [HighWg] NewReligion2
constraint 4 [LogWage1_1] NewReligion3 -[LogWage1_0] NewReligion3 = [HighWg] NewReligion3
constraint 5 [LogWage1_1] SocialGroup1 -[LogWage1_0] SocialGroup1 = [HighWg] SocialGroup1
constraint 6 [LogWage1_1] SocialGroup2 -[LogWage1_0] SocialGroup2 = [HighWg] SocialGroup2
constraint 7 [LogWage1_1] SocialGroup3 -[LogWage1_0] SocialGroup3 = [HighWg] SocialGroup3
movestay (LogWage1 Female Sector1 MaritialStatus1 YearsOfEducation TechnicalEducation1 NewReligion2 NewReligion3 SocialGroup1 SocialGroup2 SocialGroup3 Experience ExperienceSq ),select( HighWg Female Sector1 MaritialStatus1 YearsOfEducation TechnicalEducation1 NewReligion2 NewReligion3 SocialGroup1 SocialGroup2 SocialGroup3 Experience ExperienceSq) constraints(1/7)
**The result**
Fitting initial values .....Constraints invalid:
LogWage1_1 not found
r(111);
The LogWage1_1, LogWage1_0 are the segment equations name I got in the result of the movestay command without constraints, while HighWg is the (binary) dependent variable of the switching/select equation.
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