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st: constrained least squares, multiple equations


From   olena-stavrunova@uiowa.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: constrained least squares, multiple equations
Date   Wed, 3 Mar 2004 23:39:05 -0600

Dear Statalist,
I have the model: Y1=X1*b1, Y2=X2*b1. I want to estimate these two equations 
by least squares subject to constraint that b1=b2 , that is I want to estimate 
the equation:          [Y1 =  [X1 *b
                        Y2]    X2] 
Please, let me know how to do this in Stata.
Thank you!
Olena

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