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| From | Christopher Baum <kit.baum@bc.edu> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: RE: st: RE: GMM estimation: restricting parameter estimates |
| Date | Tue, 25 Jun 2013 14:25:22 +0000 |
<>
On Jun 25, 2013, at 8:33 AM, Bley wrote:
> I am trying to estimate a growth model using also gmm estimation. I would like to set the sum of three parameters equal to one. could you please help me in this matter.
That one's easy. If b1 + b2 + b3 = 1, then you can only estimate two of them, and the third you substitute as (1 - b1 - b2).
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
http://www.crup.com.cn/Item/111779.aspx
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