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Re: st: constraint estimates in panel regressions


From   Michael Hanson <mshanson@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: constraint estimates in panel regressions
Date   Thu, 19 Nov 2009 20:36:16 -0500

Welcome to Statalist. At the bottom of every message posted on the list, there are three web links. You should start by familiarizing yourself with those links, particularly the content of the FAQ.

If you want context-related help, use the -findit- command. In your case,

findit constrained

returns a long list of hits; I'd recommend starting with the top two: -help constraint- and -help cnsreg-. Since you are working with panel data, your problem may be more involved and not easily applicable to the -cnsreg- command. I'm not personally aware of an - xt- command that allows constraints, but I cannot say I have looked into that question, either. Again, the links at the bottom of the message may be your best bet. Alternatively, you might consider transforming your data to impose the constraint, or estimating without the constraint and then -test- or -testnl- it, depending on your estimation technique.

Best of luck,
Mike


On Nov 16, 2009, at 6:23 PM, Rup Singh wrote:

Dear all,

I am new to Stata and wish to estimate a production function with labour and capital shares constrained to unity in panel data. How do we do this with Stata.

Kind Regards

Rup Singh
Lecturer (Macroeconomics and Applied Econometrics)
School of Economics
Faculty of Business and Economics
University of the South Pacific
Private Mail Bag, (Suva)
Fiji Islands.

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