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Re: st: set constraints for coefficients of independents in regression


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: set constraints for coefficients of independents in regression
Date   Thu, 02 Jun 2011 07:46:03 +0200

Hi:

You can simply do a Walt test for that, e.g.,

reg y x1 x2 x3 x4

test (x1=4) (x2=19) (x3=2) (x4=8)

HTH,
J.

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Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
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The Leadership Quarterly
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On 02.06.2011 05:40, Zhi Su wrote:
When I run a regression, I need to constrain the coefficients of four
independents to be four different values I calculate from previous
regressions.
The constrained coefficient for each independent variable is a
constant value. When I calculate each of these values from previous
regression should I save them as a new variable with a single value
for all the observations or as a vector?
How to use "constraint define" to set the constraints for the
coefficient of each independent?
Thank you!

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