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st: RE: Differential effect; regression coefficients


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: Differential effect; regression coefficients
Date   Sat, 15 Aug 2009 14:24:37 +0200

<>

Have you had a look at -help constraint- and -help cnsreg- yet?



HTH
Martin

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Miriam Kuemmel
Sent: Samstag, 15. August 2009 13:34
To: [email protected]
Subject: st: Differential effect; regression coefficients

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,
Miriam
 


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