Fanwell Kenala Bokosi wrote:
> I am estimating a model which is constrained. I am trying to test the
> constraints, but stata keeps giving me an error message.
>
> My model is
>
> Y = (ρ-1)Yt-1 + β (Xt-Xt-1) + β(1- ρ)Xt-1 + εi
> The stata command I am using is
>
> reg Y Yt-1 (Xt-Xt-1) Xt-1
>
> test Yt-1 * (Xt-Xt-1)= -(Xt-1)
>
> When I do that I am getting an error,
>
> I have about more than one ((Xt-Xt-1), Xt-1 variables. Please help
Would Jeroen Weesie's -linest- help in this circumstance? You can download
it from SSC (or -findit linest-). Try it and see. (This is assuming you've
already tried -cnsreg-.) Hope that helps. :)
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