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

From   John Antonakis <>
Subject   Re: st: set constraints for coefficients of independents in regression
Date   Thu, 02 Jun 2011 20:00:11 +0200

Oops....I thought Zhi wanted to test a constraint.....though, after the -test- command I give you if you add - , coef- you'll get the same coefficients as in the constrained regression that Kit demonstrated, i.e.,

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

Out of interest Zhi, what do you intend to do next with your model?



Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

On 02.06.2011 17:52, Christopher Baum wrote:
When I run a regression, I need to constrain the coefficients of four
independents to be four different values I calculate from previous
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   |
                               An Introduction to Stata Programming  |
    An Introduction to Modern Econometrics Using Stata  |

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