"Say exactly what you typed and exactly what Stata typed (or did) in
response. N.B. exactly! If you can, reproduce the error with one of Stata's
provided datasets or a simple concocted dataset that you include in your
posting."
Perhaps you looking for -testnl- ?
For example:
. sysuse auto,clear
(1978 Automobile Data)
. gen time = _n
. tsset time
time variable: time, 1 to 74
. reg mpg l.mpg d.price l.price
Source | SS df MS Number of obs = 73
-----------+------------------------------ F( 3, 69) = 10.13
Model | 746.994574 3 248.998191 Prob > F = 0.0000
Residual | 1695.96433 69 24.5791932 R-squared = 0.3058
-----------+------------------------------ Adj R-squared = 0.2756
Total | 2442.9589 72 33.9299848 Root MSE = 4.9577
----------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-----------+----------------------------------------------------------------
mpg |
L1. | .258988 .1137083 2.28 0.026 .0321462 .4858298
price |
D1. | -.00099 .0002037 -4.86 0.000 -.0013964 -.0005836
L1. | -.0003742 .0002778 -1.35 0.182 -.0009284 .00018
_cons | 18.14074 3.53398 5.13 0.000 11.09065 25.19084
----------------------------------------------------------------------------
. testnl _b[l.mpg]*_b[d.price] = -1*_b[l.price]
(1) _b[l.mpg]*_b[d.price] = -1*_b[l.price]
F(1, 69) = 4.78
Prob > F = 0.0323
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Fanwell Kenala Bokosi
> Sent: Saturday, January 21, 2006 3:26 PM
> To: [email protected]
> Subject: st: Testing constraints in a linear regression
>
> 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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