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Re: RE: st: RE: constraints insufficient for unique estimate


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: RE: st: RE: constraints insufficient for unique estimate
Date   Wed, 10 Aug 2005 23:23:07 -0500

At 11:07 PM 8/10/2005 -0500, Zeynal Karaca wrote:
gen x1x2=x1 x2 and then replace x1 and x2 with the new x1x2
and the regression. Is it okey or is it meaningful to add
two dummy variable of the same group? I know that it is fine
if they are not dummy variables.

if the asnwer to this question is pozitive, then I have
already solved my problem. if not, please advise me...

Thanks for everybody who spent their valuable time  to
help me figuring out the problem...
Adding 2 variables together has the same effect as constraining their coefficients to be equal. I am not sure why this would solve all your problems (in fact I'd be rather surprised if it did) but if that really is all you need, then great.

Incidentally, if you want to use linear constraints but the command does not support constraints, then Jeroen Weesie's -linest- command is often the next best thing. Also, something like

test x1=x2, coef

will often give you what you want.

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Richard Williams, Notre Dame Dept of Sociology
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