Have a look at
-test-
http://www.stata.com/help.cgi?test
Your constraint is that a1/a4 = a2/a5 = a3/a6 . That is how you are going
to find your b coefficient .
On Sat, 15 Aug 2009, Miriam Kuemmel wrote:
Dear readers,
my regression equation looks as follows:
Return = a0 + a1*x1 + a2*x2 + a3*x3 + (b*a1)*x4 + (b*a2)*x5 + (b*a3)*x6.
As you can see the independent variables x1 and x4, x2 and x5, x3 and x6 have the same regression coefficients. Furthermore x4, x5 and x6 have a uniform regression coefficient b.
Is there any possibility to realise this regression in STATA?
Thank you in advance for your help,
Miriam
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