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/
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