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Re: st: SUR regression with constraints
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: SUR regression with constraints
Date
Tue, 13 Jul 2010 07:52:58 +0000 (GMT)
--- On Tue, 13/7/10, Sami Haile wrote:
> I wanted to estimate a Farm
> production cost model using the SUR regression.
> In this case I wanted to put a constraint that all the
> coefficients for Xi in each equation summed up to 1.
See the example below:
*-------------- begin example ----------------------
sysuse auto, clear
constraint 1 _b[displacement:foreign] = ///
1 - _b[mpg:foreign] - _b[price:foreign]
sureg (price foreign weight length) ///
(mpg foreign weight) ///
(displ foreign weight), ///
constraint(1)
*------------- end example --------------------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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