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st: Nonlinear least squares restrictions


From   "G. Anderson" <ga274@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Nonlinear least squares restrictions
Date   05 Jun 2013 12:23:31 +0100

Hi,

Using daily data, I am trying to estimate a relationship of the form y=a +bBX +u

Where a is a scalar which can vary across years, b is a scalar which can vary across years, X is a vector of data and B is a vector of parameters which is fixed across years.

Therefore I am trying to estimate a, b and B. I want to normalise b so that on average it is equal to 1 across years.

I have tried experimenting using the nonlinear regression function but so far to no avail- is this type of restriction possible in Stata?

Many Thanks, Gareth
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