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st: Constrained estimation, simultaneous for two seperate groups?


From   Ernest Berkhout <ernestb@seo.fee.uva.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: Constrained estimation, simultaneous for two seperate groups?
Date   Wed, 04 Dec 2002 11:57:29 +0100

Hi all,

I tried to find the answer for some time now but untill today I did not succeed, so I thought I'd better try the Statalist at this point. I'm looking for a way to perform

- a simple OLS regression of say Y on X1, X2...Xk for two different groups (men & women). But I want to
- impose the restrictions that for say X1 the coefficients for both groups are the same.

Of course one can estimate a simgle regression with interaction terms for all X2..Xn but that way the output will be immense in my case where there are >100 dummyvariables to be estimated. I wondered if there would be a more efficient solution within Stata. I tried the <reg3> with <constraint>, but that doesn't work because there are no overlapping records between the first group (men) and the second group (women). The errorcode I get is 'not enough observations'.
Is there someone would could help me out?
TIA!

Ernest Berkhout
Stichting voor Economisch Onderzoek
Universiteit van Amsterdam

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