----- Original Message -----
From: "Metcalfe, Paul" <[email protected]>
To: <[email protected]>
Sent: Sunday, February 02, 2003 8:55 AM
Subject: st: constrained estimation of panel data
> I am analysing a panel of households with monthly observations over 6 years
> and wish to estimate a demand equation with the constraint that one of the
> coefficients is equal to 0.141. I have been using xtreg (stata 7) to
> estimate an unconstrained version of the model but there does not seem to be
> an option to impose a constraint on the estimator. Is there a way of doing
> this?
>
> Regards,
>
> Paul Metcalfe
>
One possibility is Jeroen Weesie's -linest- Two-stage estimation with linear
constraints
