Re: st: set constraints for coefficients of independents in regression

[John Antonakis <John.Antonakis@unil.ch>]

Oops....I thought Zhi wanted to test a constraint.....though, after the 
-test- command I give you if you add - , coef- you'll get the same 
coefficients as in the constrained regression that Kit demonstrated, i.e.,

test (x1=4) (x2=19) (x3=2) (x4=8) , coef

Out of interest Zhi, what do you intend to do next with your model?

Best,
J.

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Prof. John Antonakis
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On 02.06.2011 17:52, Christopher Baum wrote:
> When I run a regression, I need to constrain the coefficients of four
> independents to be four different values I calculate from previous
> regressions.
> The constrained coefficient for each independent variable is a
> constant value. When I calculate each of these values from previous
> regression should I save them as a new variable with a single value
> for all the observations or as a vector?
> How to use "constraint define" to set the constraints for the
> coefficient of each independent?
>
> sysuse auto,clear
> reg price mpg weight turn displacement length gear_ratio
> constraint def 1 weight = 4
> constraint def 2 turn = 250
> constraint def 3 displacement = 11
> constraint def 4 length = -75
> cnsreg price mpg weight turn displacement length gear_ratio, c(1/4)
>
>
> Kit Baum   |   Boston College Economics&  DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                                An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
>     An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
>
>
>
>
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