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Re: st: constrained regression


From   "Hans J. Baumgartner" <[email protected]>
To   [email protected]
Subject   Re: st: constrained regression
Date   Fri, 24 Jan 2003 16:12:27 +0100

If b1 is a coefficient:
type
test _cons+z==0
to test if you can restrict your unrestricted model. If you cannot reject the null, re-run the regression without z using the option nocons, since if _cons+b1*z==0, it drops out of the regression.
If I happened to misunderstand you, try help cnsreg.

Good luck
Hans



Simundza, Daniel schrieb:


Hi statalist, a quick question: i want to run a regression that fits b1, b2, z(another parameter), and the constant such that:
constant +b1*z==0

how would one do this? is there an easy way to add this restriction to the regression command? i'm very sorry if this is something i should know, i'm just not having any luck finding an answer.


thanks in advance for any and all help.

dan simundza
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--
Hans J. Baumgartner Deutsches Institut f�r Wirtschaftsforschung (DIW Berlin)
German Institute for Economic Research
Abt. Staat / Dept. Public Economics
K�nigin-Luise-Str. 5; 14195 Berlin (Dahlem) Tel.: 030/89789-307; Fax.: 030/89789-114
http://www.diw.de



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* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




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