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st: Constraining OLS coefficients so that prediction satisfies a particular condition
From
Amer Hasan <[email protected]>
To
[email protected]
Subject
st: Constraining OLS coefficients so that prediction satisfies a particular condition
Date
Fri, 20 May 2011 08:21:57 -0400
Dear Statalist Users:
I would like to perform the following calculation using Stata 10.1SE
on a windows xp machine.
reg y1 x1 x2 if year==1
predict y2-hat if year==2, xb
such that y1 - y2-hat = K
y1 - is observed
y2-hat - is the prediction using betas of year 1 and Xs of year 2.
K is the observed difference between y1 and y2 (also observable).
I know I can constrain the betas and that should change the
prediction. What I am not sure about is how to do so in such a way
that the prediction satisfies the condition. Any guidance on how to
start would be much appreciated. I may also not be seeing the forest
for the trees.
Many thanks in advance
Amer
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