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st: linear constraints and cluster

From   DanielaVuri <[email protected]>
To   [email protected]
Subject   st: linear constraints and cluster
Date   Mon, 11 Jul 2005 14:47:05 +0200

Dear StataList users,
I have the following problem. I want to estimate a linear regression model imposing some restrictions and clustering on person identification number. For example:

Y= alpha+beta1* X1+beta1 *X2+epsilon

I would like to impose the following restrictions: beta1=beta2 but I would also like to cluster on the person identification number
I can do the following:

constraint define 1  X1=X2
cnsreg Y X1 X2, constr(1)

but I do not know how to use the cluster option since cnsreg does not support it.
I also tried to use STATA 9 and I computed the following
cnsreg Y X1 X2, constr(1) vce(robust)

but I get an error message which says that robust option is not allowed
Finally I have seen that in STATA 8 there is the possibility to use the command "linest":
reg Y X1 X2, cluster(pid)
linest , c(1)

Does it compute exactly what I want?
Does anybody can help me?

Daniela Vuri

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