st: Nonlinear least squares restrictions

["G. Anderson" <ga274@cam.ac.uk>]

Hi,

Using daily data, I am trying to estimate a relationship of the form y=a 
+bBX +u

Where a is a scalar which can vary across years, b is a scalar which can 
vary across years, X is a vector of data and B is a vector of parameters 
which is fixed across years.

Therefore I am trying to estimate a, b and B. I want to normalise b so that 
on average it is equal to 1 across years.

I have tried experimenting using the nonlinear regression function but so 
far to no avail- is this type of restriction possible in Stata?

Many Thanks, 

Gareth 

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