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st: Constraining OLS coefficients so that prediction satisfies a particular condition


From   Amer Hasan <amerhasan1@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Constraining OLS coefficients so that prediction satisfies a particular condition
Date   Fri, 20 May 2011 08:21:57 -0400

Dear Statalist Users:

I would like to perform the following calculation using Stata 10.1SE
on a windows xp machine.

reg y1 x1 x2 if year==1

predict y2-hat if year==2, xb

such that y1 - y2-hat = K

y1 - is observed

y2-hat - is the prediction using betas of year 1 and Xs of year 2.

K is the observed difference between y1 and y2 (also observable).

I know I can constrain the betas and that should change the
prediction. What I am not sure about is how to do so in such a way
that the prediction satisfies the condition. Any guidance on how to
start would be much appreciated. I may also not be seeing the forest
for the trees.

Many thanks in advance
Amer
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