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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: re: how to do parameter restrictions in fe, re be models |

Date |
Wed, 18 Nov 2009 21:09:45 -0500 |

<> Rup said suppose y is a linear function of a & b. i want to estimate y such that the coefficients of a and b adds to one in panel data methods. can anyone suggest some commands. The same way you would do it in OLS models if you did not have a -constraint- command: y = beta0 + beta1 a + beta2 b s.t. beta1+beta2 = 1 (y - beta2) = beta0 + beta1 (a-b) So regress the variable (y-beta2) on the variable (a-b) using fixed effects, or random effects, or whatever you would like. If you want to know beta2 in point and interval form, use lincom 1 - beta1. Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: re: how to do parameter restrictions in fe, re be models***From:*"Rup Singh" <singh_r@usp.ac.fj>

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