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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Nonlinear least squares restrictions |
| Date | Wed, 5 Jun 2013 14:21:11 +0200 |
Sounds to me like a proportionality constraint. I have implemented that in -propcnsreg-, which you can download by typing in Stata -ssc install propcnsreg-. There is a description of that type of models here: <http://www.maartenbuis.nl/wp/prop.html> -- Maarten On Wed, Jun 5, 2013 at 1:23 PM, G. Anderson <ga274@cam.ac.uk> wrote: > 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 > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ -- --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/