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st: constrained regression

From   Quang Nguyen <[email protected]>
To   [email protected]
Subject   st: constrained regression
Date   Wed, 8 Jun 2005 03:52:10 -0700 (PDT)


I want to run a constrained regression using the
feasible generalized least squares procedure. But it
seems that the cnsreg command in Stata only produces
the OLS estimates of the standard errors. Do you know
how to obtain the GLS estimates?

Thank you.



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