| From | [email protected] |
| To | [email protected] |
| Subject | st: constrained least squares, multiple equations |
| Date | Wed, 3 Mar 2004 23:39:05 -0600 |
Dear Statalist,
I have the model: Y1=X1*b1, Y2=X2*b1. I want to estimate these two equations
by least squares subject to constraint that b1=b2 , that is I want to estimate
the equation: [Y1 = [X1 *b
Y2] X2]
Please, let me know how to do this in Stata.
Thank you!
Olena
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