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

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: creating constraints in panel data |

Date |
Fri, 5 Mar 2010 07:52:34 -0500 |

<> On Mar 5, 2010, at 2:33 AM, Valeriano wrote: > The way I understand your answer, I must regress a new equation (lnY - lnX3) = a (lnX1-lnX3) + b(lnX2-lnX3)+...., which I presume is the same as ln(Y/X3)= a ln(X1/X3) + b ln(X2/X3)+.... > And after this regression I use the command "lincom", but I do not understand well the syntax of the lincom command. > > could you please help me with the correct syntax? That is the correct regression, upon which you have imposed the constraint a + b + c = 1, therefore c = 1 - a - b if you regress yx3 x1x3 x2x3 (naming the transformed variables in that manner) then lincom 1 - x1x3 - x2x3 will compute a point and interval estimate of c. You might find an econometrics book such as Wooldridge, Introductory Econometrics, useful. 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/

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