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st: constraining regressions using the reg3 command


From   "McPhee, Robert MHR:EX" <Robert.McPhee@gems8.gov.bc.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: constraining regressions using the reg3 command
Date   Mon, 19 Aug 2002 14:18:33 -0700

Hi all, 

I am trying to constrain a variable to be equal across 156 regressions.  The
code looks something like this:

constrain define 1
[ia1=ia2=...=ia156]:onia

reg3 (ia1-ia156= $stage1) $stage2, exog($stage1a) endog(treat ia1-ia156)
constr(1) 2sls

where $stage1, $stage2, $stage1a are globals containing lists of explanatory
variables.


My problem is that either the program runs out of memory or the matrix
becomes too large for it.  Is there perhaps a better way of doing this?  Any
help would be appreciated.  I'm trying various other methods at this time.
System has a 2 ghz xeon processor and 1 gb of ram.
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