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st: Testing constraints in a linear regression


From   "Fanwell Kenala Bokosi" <fanwellbokosi@onetel.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Testing constraints in a linear regression
Date   Sat, 21 Jan 2006 21:25:43 -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 = (ρ-1)Yt-1 + β (Xt-Xt-1) + β(1- ρ)Xt-1 + εi
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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