Distributed LagsΒΆ

To easily estimate a polynomial distributed lag, in which the lag coefficients are constrained softly to lie along a certain degree of polynomial, use the sma command described here.

sma <top> <first> <last> <order> [f]
The sma command imposes a series of constraints which “softly” require the regression coefficients between <first> and <last> to lie on a polynomial of degree order. If the ‘f’ is present, the polynomial is “free” at the end; without the ‘f’, the polynomial will be assumed to be zero for the coefficient after <last>.


sma 100 a4 a9 3 f
sma 100 a8 a16 1

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