Re: st: constrained regression

["Hans J. Baumgartner" <hbaumgartner@diw.de>]

If b1 is a coefficient:
type
test _cons+z==0
to test if you can restrict your unrestricted model. If you cannot 
reject the null, re-run the regression without z using the option 
nocons, since if _cons+b1*z==0, it drops out of the regression.
If I happened to misunderstand you, try help cnsreg.

Good luck
Hans



Simundza, Daniel schrieb:


> Hi statalist, 
> a quick question: i want to run a regression that fits b1, b2, z(another parameter), and the constant such that: 
> constant +b1*z==0
>
> how would one do this? is there an easy way to add this restriction to the regression command? i'm very sorry if this is something i should know, i'm just not having any luck finding an answer.
>
>
> thanks in advance for any and all help.
>
> dan simundza
> *
> *   For searches and help try:
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>  
--
Hans J. Baumgartner 
Deutsches Institut f�r Wirtschaftsforschung (DIW Berlin)
German Institute for Economic Research
Abt. Staat / Dept. Public Economics
K�nigin-Luise-Str. 5; 14195 Berlin (Dahlem) 
Tel.: 030/89789-307; Fax.: 030/89789-114
http://www.diw.de



*
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