Stephan--
Looks like a standard fixed effect regression to me, or -xtgls- perhaps. See
http://www.stata.com/statalist/archive/2003-06/msg00451.html
If you had variables named y1 to y10 and vars x1 to x10, you could just
gen n=_n
reshape long x y, i(n) j(eq)
areg y x, a(eq)
to get "all betai" I think.
On 12/21/06, Stephan Brunow <[email protected]> wrote:
Dear Statalisters,
we are faced with a constraint problem for sureg.
There is an equation system of n equations.
Y1 = alpha1 + beta1 * x1
Y2 = alpha2 + beta2 * x2
...
Yn = alphan + betan * x3
The theory states that all betai are the same.
How can we restrict it in STATA with a constraint?
We are using STATA 8.2
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