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From | Amer Hasan <amerhasan1@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Constraining OLS coefficients so that prediction satisfies a particular condition |
Date | Fri, 20 May 2011 08:21:57 -0400 |
Dear Statalist Users: I would like to perform the following calculation using Stata 10.1SE on a windows xp machine. reg y1 x1 x2 if year==1 predict y2-hat if year==2, xb such that y1 - y2-hat = K y1 - is observed y2-hat - is the prediction using betas of year 1 and Xs of year 2. K is the observed difference between y1 and y2 (also observable). I know I can constrain the betas and that should change the prediction. What I am not sure about is how to do so in such a way that the prediction satisfies the condition. Any guidance on how to start would be much appreciated. I may also not be seeing the forest for the trees. Many thanks in advance Amer * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/