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Re: st: constrained least squares, multiple equations


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: constrained least squares, multiple equations
Date   Fri, 05 Mar 2004 21:27:59 -0500

If the two equations are being estimated on the same data, you can use the sureg procedure to estimate both equations simultaneously, and you can ask that the estimation be done subject to a constraint across equations. David Greenberg, Sociology Department, New York University

----- Original Message -----
From: olena-stavrunova@uiowa.edu
Date: Thursday, March 4, 2004 0:39 am
Subject: st: constrained least squares, multiple equations

> 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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> 

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