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st: RE: multiple regression with fixed coefficients


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: multiple regression with fixed coefficients
Date   Mon, 28 Apr 2008 19:16:21 +0200

-h cnsreg-

Martin Weiss
_________________________________________________________________

Diplom-Kaufmann Martin Weiss
Mohlstrasse 36
Room 415
72074 Tuebingen
Germany

Fon: 0049-7071-2978184

Home: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1130

Publications: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1131

SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=669945


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of "Tobias H�usel"
Sent: Monday, April 28, 2008 7:16 PM
To: [email protected]
Subject: st: multiple regression with fixed coefficients

Hello,

I want to specify the following multiple regression model with stata.

y = cons + b1*x1 + b2*x2, with b1 + b2 = 1

Does anyone know how I can specify the coefficients(, i.e b1 + b2 =1) like
that?
They should be specified before running the regression.

Thanks and Cheers TH


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