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# Re: st: set constraints for coefficients of independents in regression

 From John Antonakis To statalist@hsphsun2.harvard.edu Subject Re: st: set constraints for coefficients of independents in regression Date Thu, 02 Jun 2011 20:00:11 +0200

Oops....I thought Zhi wanted to test a constraint.....though, after the -test- command I give you if you add - , coef- you'll get the same coefficients as in the constrained regression that Kit demonstrated, i.e.,
```
test (x1=4) (x2=19) (x3=2) (x4=8) , coef

Out of interest Zhi, what do you intend to do next with your model?

Best,
J.

__________________________________________

Prof. John Antonakis
Department of Organizational Behavior
University of Lausanne
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Associate Editor
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On 02.06.2011 17:52, Christopher Baum wrote:
```
```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

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