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st: Re: constraints


From   baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: constraints
Date   Mon, 16 Sep 2002 07:47:26 -0400

--On Monday, September 16, 2002 2:33 -0400 Hannah wrote:

I have rephrased my question and hope to get more suggestions.
Let say my dependant variable: PAR
Independent variables: e1, e2, e3, race, status, earn1, earn2, earn3.
If I want to constraint estimates of my earn variables only, ie.
earn1=earn2=earn3.

What's the appropriate command I shall be using? Thanks for all
suggestions  in advance.
Presuming that you are using linear regression,

g totearn = earn1 + earn2 + earn3
reg par e1 e2 e3 race status totearn

does this by substituting the constraint into the model. Alternatively,

cons def 1 earn1=earn2
cons def 2 earn1=earn3
cnsreg par e1 e2 e3 race status earn*, c(1 2)

Since you are applying two constraints to the coefficient vector (i.e. if you ran the unconstrained regression and tested earn1=earn2=earn3, you would be doing an F with 2 and ? d.f.), you must define two constraints.

Thanks
Kit


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