Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: constrained least squares, multiple equations


From   [email protected]
To   [email protected]
Subject   st: constrained least squares, multiple equations
Date   Wed, 3 Mar 2004 23:39:05 -0600

Dear Statalist,
I have the model: Y1=X1*b1, Y2=X2*b1. I want to estimate these two equations 
by least squares subject to constraint that b1=b2 , that is I want to estimate 
the equation:          [Y1 =  [X1 *b
                        Y2]    X2] 
Please, let me know how to do this in Stata.
Thank you!
Olena

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index