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st: Specifying Regression model as an equation
From
Rijo John <[email protected]>
To
stata <[email protected]>
Subject
st: Specifying Regression model as an equation
Date
Mon, 31 Mar 2014 20:48:22 +0530
Dear Statalist,
I am doing a regression analysis with time series data. I want to
know if it is possible to specify the regression model as an equation
in Stata like in Eviews?
Example: Y=a*(1-b) + b*L.Y + c*X1 - b*c*L.X1 + d*X2 - b*d*L.X2
Where L.* are lagged variables.
a, b, c, & d are the parameters to be estimated.
It is possible to specify the above equation as such in Eviews. Can we
do this in Stata?
Thanks,
Rijo.
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