If the two equations are being estimated on the same data, you can use the sureg procedure to estimate both equations simultaneously, and you can ask that the estimation be done subject to a constraint across equations. David Greenberg, Sociology Department, New York University
----- Original Message -----
From: [email protected]
Date: Thursday, March 4, 2004 0:39 am
Subject: st: constrained least squares, multiple equations
> 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/
>
*
* 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/
