st: Constrained estimation, simultaneous for two seperate groups?

[Ernest Berkhout <ernestb@seo.fee.uva.nl>]

Hi all,

I tried to find the answer for some time now but untill today I did not 
succeed, so I thought I'd better try the Statalist at this point. I'm 
looking for a way to perform

- a simple OLS regression of say Y on X1, X2...Xk  for two different groups 
(men & women). But I want to
- impose the restrictions that for say X1 the coefficients for both groups 
are the same.

Of course one can estimate a simgle regression with interaction terms for 
all X2..Xn but that way the output will be immense in my case where there 
are >100 dummyvariables to be estimated. I wondered if there would be a 
more efficient solution within Stata. I tried the <reg3> with <constraint>, 
but that doesn't work because there are no overlapping records between the 
first group (men) and the second group (women). The errorcode I get is 'not 
enough observations'.
Is there someone would could help me out?
TIA!

Ernest Berkhout
Stichting voor Economisch Onderzoek
Universiteit van Amsterdam

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