# st: Constraining All variables

 From "joe J." <[email protected]> To [email protected] Subject st: Constraining All variables Date Sun, 05 Dec 2004 11:21:35 +0000

Dear Statalisters,
I am estimating three equations in a frontier analysis. The last two equations regress ,respectively, mean and variance of the inefficiency on the same set of variables. I want to constrain the coefficients to be equal across these two equations. However,using the constraint function in stata, only the coefficient for the first variable is made equal.

I can illustrate the problem using sureg programme.

use http://www.ats.ucla.edu/stat/stata/notes/hsb2, clear
global xlist write math science
constraint define 1 [read]\$xlist = [socst]\$xlist
sureg (read \$xlist) (socst \$xlist), constraint(1)

As you will see from the result, only the coefficient for write is constrained. One option is to constrain each variable in seperate regressions. But, I am not sure if that is the right way to go about it.

Thanks for any suggestions.

Joe
-----------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
write | .3250833 .0603759 5.38 0.000 .2067487 .4434178
math | .3405605 .0728849 4.67 0.000 .1977087 .4834124
science | .2717817 .0666815 4.08 0.000 .1410884 .402475
_cons | 3.053039 3.15599 0.97 0.333 -3.132587 9.238666
-------------+----------------------------------------------------------------
socst |
write | .3250833 .0603759 5.38 0.000 .2067487 .4434178
math | .3371626 .0843117 4.00 0.000 .1719147 .5024105
science | .1255718 .0778118 1.61 0.107 -.0269364 .27808
_cons | 10.98791 3.674804 2.99 0.003 3.785425 18.19039
---------------------------------------------------------------------------

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