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st: RE: constrained regression


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: constrained regression
Date   Fri, 10 Jun 2005 21:46:45 -0500

-reg3- supports GLS estimation and linear constraints; so something like:

. sysuse auto

. constraint define 1 mpg = length

. reg3 (price mpg weight length), const(1)


Scott

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Quang Nguyen
> Sent: Wednesday, June 08, 2005 5:52 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: constrained regression
> 
> Hi,
> 
> I want to run a constrained regression using the
> feasible generalized least squares procedure. But it
> seems that the cnsreg command in Stata only produces
> the OLS estimates of the standard errors. Do you know
> how to obtain the GLS estimates?
> 
> Thank you.
> 
> Cheers,
> 
> Quang
> 


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