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st: Testing Constraints


From   "Fanwell Kenala Bokosi" <fanwellbokosi@onetel.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Testing Constraints
Date   Sat, 21 Jan 2006 21:27:36 -0000

I am estimating a model which is constrained. I am trying to test the constraints, but stata keeps giving me an error message.

My model is
Y = (?-1)Yt-1 + ? (Xt-Xt-1) + ?(1- ?)Xt-1 + ?i
The stata command I am using is
reg Y Yt-1 (Xt-Xt-1) Xt-1
test Yt-1 * (Xt-Xt-1)= -(Xt-1)
When I do that I am getting an error,
I have about more than one ((Xt-Xt-1), Xt-1 variables. Please help


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