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From |
Christopher Baum <kit.baum@bc.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
re: st: set constraints for coefficients of independents in regression |

Date |
Thu, 2 Jun 2011 11:52:36 -0400 |

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? sysuse auto,clear reg price mpg weight turn displacement length gear_ratio constraint def 1 weight = 4 constraint def 2 turn = 250 constraint def 3 displacement = 11 constraint def 4 length = -75 cnsreg price mpg weight turn displacement length gear_ratio, c(1/4) 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/

**Follow-Ups**:**Re: st: set constraints for coefficients of independents in regression***From:*John Antonakis <John.Antonakis@unil.ch>

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