Re: st: constraint estimates in panel regressions

[Michael Hanson <mshanson@mac.com>]

Welcome to Statalist.  At the bottom of every message posted on the  
list, there are three web links.  You should start by familiarizing  
yourself with those links, particularly the content of the FAQ.

If you want context-related help, use the -findit- command.  In your  
case,

findit constrained

returns a long list of hits;  I'd recommend starting with the top  
two:  -help constraint- and -help cnsreg-.  Since you are working with  
panel data, your problem may be more involved and not easily  
applicable to the -cnsreg- command.  I'm not personally aware of an - 
xt- command that allows constraints, but I cannot say I have looked  
into that question, either.  Again, the links at the bottom of the  
message may be your best bet.  Alternatively, you might consider  
transforming your data to impose the constraint, or estimating without  
the constraint and then -test- or -testnl- it, depending on your  
estimation technique.

Best of luck,
Mike


On Nov 16, 2009, at 6:23 PM, Rup Singh wrote:

> Dear all,
>
> I am new to Stata and wish to estimate a production function with  
> labour and capital
> shares constrained to unity in panel data. How do we do this with  
> Stata.
>
> Kind Regards
>
> Rup Singh
> Lecturer (Macroeconomics and Applied Econometrics)
> School of Economics
> Faculty of Business and Economics
> University of the South Pacific
> Private Mail Bag, (Suva)
> Fiji Islands.

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