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Imposing Constraints on a Regression Model Using Stata.
Imposing Constraints on a Regression Model Using Stata.

Hello Everyone,

I intend estimating a regression model of the form: log(y) = ax1 + bx2 + cx3 + dx4. Where a, b, c and d are the parameter estimates, x1, x2, x3 and x4 are the explanatory variables and log(y) is the dependent variable. Please, I would like to know if there is a way I could use Stata to estimate this kind of model with the constraint that an aspect of the equation is equal to 1 (e.g. the constraint that ax1 + bx2 = 1)? I would also be happy to study any text you may want to recommend on the subject.

Many thanks.

BJ Data Tech Solution

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Imposing Constraints on a Regression Model Using Stata.

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