|From||"Hannah Kewsberry" <firstname.lastname@example.org>|
|Subject||st: Re: constraints|
|Date||Wed, 18 Sep 2002 13:51:03 +0000|
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.