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st: Differential effect; regression coefficients

From   "Miriam Kuemmel" <>
Subject   st: Differential effect; regression coefficients
Date   Sat, 15 Aug 2009 13:34:15 +0200

Dear readers,

my regression equation looks as follows:
Return = a0 + a1*x1 + a2*x2 + a3*x3 + (b*a1)*x4 + (b*a2)*x5 + (b*a3)*x6.

As you can see the independent variables x1 and x4, x2 and x5, x3 and x6 have the same regression coefficients. Furthermore x4, x5 and x6 have a uniform regression coefficient b.

Is there any possibility to realise this regression in STATA?
Thank you in advance for your help,

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