Thank you for your advices. Using cnsreg I still have not found a solution since the relation between x1 and x4 (x2 and x5, x3 and x6) is not determined before doing the regression. Unfortunately the option constraint does not allow sth like
x1 = ?*x4
Do you have any ideas?
Many thanks,
Miriam
-------- Original-Nachricht --------
> Datum: Sat, 15 Aug 2009 14:24:37 +0200
> Von: "Martin Weiss" <[email protected]>
> An: [email protected]
> Betreff: st: RE: Differential effect; regression coefficients
>
> <>
>
> Have you had a look at -help constraint- and -help cnsreg- yet?
>
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Miriam Kuemmel
> Sent: Samstag, 15. August 2009 13:34
> To: [email protected]
> Subject: st: Differential effect; regression coefficients
>
> Dear readers,
>
> my regression equation looks as follows:
>
> Return = a0 + a1*x1 + a2*x2 + a3*x3 + (b*a1)*x4 + (b*a2)*x5 + (b*a3)*x6.
>
> As you can see the independent variables x1 and x4, x2 and x5, x3 and x6
> have the same regression coefficients. Furthermore x4, x5 and x6 have a
> uniform regression coefficient b.
>
> Is there any possibility to realise this regression in STATA?
> Thank you in advance for your help,
> Miriam
>
>
>
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