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st: impose dynamic constraints


From   Zhi Su <su.zh@husky.neu.edu>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: impose dynamic constraints
Date   Tue, 7 Jun 2011 22:14:37 -0400

I have variable Y, x1, x2, x3, x4, x5

I need to run regression

Y=b1*x1+b2*x2+b3*x3+u

and the estimate has to satisfy the conditions

corr(u,x2)=corr(b1*x1,X4)
corr(u,x3)=corr(b1*x1,x5)

How can I impose dynamic constraints on regression?

Or is it easier to break down to two regression and impose the constraints?

Y=b1*x1+v

v=b2*x2+b3*x3+u

I search online and did not get any clues about setting dynamic constraints.
Please advise.
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