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


From   "Zeynal Karaca" <zeynal@tamu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: RE: st: RE: constraints insufficient for unique estimate
Date   Wed, 10 Aug 2005 23:29:21 -0500

That really all I need to know. It helped me. 
Thanks again.

Zeynal Karaca
Texas A&M University
Department of Economics




-------- Original Message --------

==> From: Richard Williams <Richard.A.Williams.5@ND.edu>
==> 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.

------------------------------------------- Richard Williams, Notre 
Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 FAX:    
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