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Re: st: SUR regression with constraints


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SUR regression with constraints
Date   Tue, 13 Jul 2010 07:52:58 +0000 (GMT)

--- On Tue, 13/7/10, Sami Haile wrote:
> I wanted to estimate a Farm
> production cost model using the SUR regression.
> In this case I wanted to put a constraint that all the
> coefficients for Xi  in each equation summed up to 1.

See the example below:

*-------------- begin example ----------------------
sysuse auto, clear
constraint 1 _b[displacement:foreign] = ///
             1 - _b[mpg:foreign] - _b[price:foreign]
sureg (price foreign weight length)     ///
      (mpg foreign weight)              ///
      (displ foreign weight),           ///
      constraint(1)
*------------- end example --------------------------
(For more on examples I sent to the Statalist see: 
http://www.maartenbuis.nl/example_faq )

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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