Dear List members
I am a new Stata user and have two related questions concerning constrained
regression in panel data setttings.
1) My first question: Is it possible to estimated xtreg commands using
cnsreg, or are there other ways of estimating constrained linear panel
models? (For economists on the list, the example I have in mind is of
imposing the constraint of constant returns to scale on a panel production
function)
2) A separate but related question: Is it possible to constrain some
estimated coefficients in a panel to be identical across the cross sectional
units, but to have other coefficients vary freely ? (For economists on the
list, an example would be to have the coefficient on the level of the labour
variable to be the same across firms, but to have the difference of the
labour variable vary freely across all firms).
Many thanks for your time and advice!
Padraig Dixon
*
* 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/
