st: Re: constraints

[baum <baum@bc.edu>]

--On Monday, September 16, 2002 2:33 -0400 Hannah wrote:

> I have rephrased my question and hope to get more suggestions.
> Let say my dependant variable: PAR
> Independent variables: e1, e2, e3, race, status, earn1, earn2, earn3.
> If I want to constraint estimates of my earn variables only, ie.
> earn1=earn2=earn3.
>
> What's the appropriate command I shall be using? Thanks for all
> suggestions  in advance.
Presuming that you are using linear regression,

g totearn = earn1 + earn2 + earn3
reg par e1 e2 e3 race status totearn

does this by substituting the constraint into the model. Alternatively,

cons def 1 earn1=earn2
cons def 2 earn1=earn3
cnsreg par e1 e2 e3 race status earn*, c(1 2)

Since you are applying two constraints to the coefficient vector (i.e. if 
you ran the unconstrained regression and tested earn1=earn2=earn3, you 
would be doing an F with 2 and ? d.f.), you must define two constraints.

Thanks
Kit


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