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re:st: Interaction and constraint

From   Christopher Baum <[email protected]>
To   <[email protected]>
Subject   re:st: Interaction and constraint
Date   Sun, 2 Jan 2011 15:49:29 -0500

Now I want to simply the model by constrainning the second
( and the third terms ( to be equal
(suppose that will improve the model fit), how should I do this?

With complete generality (which you can apply to other estimators, whether or not they allow constraint options),

use, clear
g group23 = group==2 | group==3
regress y
regress y group23#c.age


Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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