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Re: st: Interaction and constraint


From   Shige Song <[email protected]>
To   [email protected]
Subject   Re: st: Interaction and constraint
Date   Sun, 2 Jan 2011 19:36:35 -0500

Very nice. Many thanks to both Maarten and Kit.

Shige

On Sun, Jan 2, 2011 at 3:49 PM, Christopher Baum <[email protected]> wrote:
> <>
> Now I want to simply the model by constrainning the second
> (2.group#c.age) and the third terms (3.group#c.age) 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 http://www.stata-press.com/data/r11/fvex, clear
> g group23 = group==2 | group==3
> regress y i.group i.group#c.age
> regress y i.group group23#c.age
>
> Kit
>
>
>
> Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
>   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
>
>
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