Dear Statalisters,
I am estimating three equations in a frontier analysis. The last two
equations regress ,respectively, mean and variance of the inefficiency on
the same set of variables. I want to constrain the coefficients to be equal
across these two equations. However,using the constraint function in stata,
only the coefficient for the first variable is made equal.
I can illustrate the problem using sureg programme.
use http://www.ats.ucla.edu/stat/stata/notes/hsb2, clear
global xlist write math science
constraint define 1 [read]$xlist = [socst]$xlist
sureg (read $xlist) (socst $xlist), constraint(1)
As you will see from the result, only the coefficient for write is
constrained. One option is to constrain each variable in seperate
regressions. But, I am not sure if that is the right way to go about it.
_________________________________________________________________
Cool ringtones, snazzy logos! Funny cards, addictive games!
http://www.msn.co.in/Mobile/ Get them all at one place!
