Hello all,
I am attempting to replicate the approach of Haisken-DeNew and Schmidt's 1999
Review of Economics and Statistics paper and use restricted least squares to,
in effect, constrain the weighted mean of dummy variables to be 0. Through
google I have found a presentation by Haisken-DeNew on an ado file, hds97.ado,
to implement this approach in stata, but I have not been able to find the
actual ado file either within stata (i.e. findit) or elsewhere on the Internet.
So, I'm wondering if anybody here might know where I could find the ado file,
or perhaps some other module that implements this approach.
Again, the basic goal is to constrain the weighted average of a set of dummy
variables (in this case, in a straightforward linear regression) to be 0. I
looked at cnsreg, which would allow for the unweighted mean to be 0, but this
is less than ideal. Any suggestions for an alternative approach would also be
appreciated.
Thanks in advance,
Gray
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