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st: Re: constrained estimation of panel data


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: constrained estimation of panel data
Date   Sun, 2 Feb 2003 10:08:01 -0600

----- Original Message -----
From: "Metcalfe, Paul" <Paul.Metcalfe@nera.com>
To: <statalist@hsphsun2.harvard.edu>
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




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