re: st: set constraints for coefficients of independents in regression

[Christopher Baum <kit.baum@bc.edu>]

When I run a regression, I need to constrain the coefficients of four
independents to be four different values I calculate from previous
regressions.
The constrained coefficient for each independent variable is a
constant value. When I calculate each of these values from previous
regression should I save them as a new variable with a single value
for all the observations or as a vector?
How to use "constraint define" to set the constraints for the
coefficient of each independent?

sysuse auto,clear
reg price mpg weight turn displacement length gear_ratio
constraint def 1 weight = 4
constraint def 2 turn = 250
constraint def 3 displacement = 11
constraint def 4 length = -75
cnsreg price mpg weight turn displacement length gear_ratio, c(1/4)


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




*
*   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/