Torkild
Torkild

Reputation:

How to constrain parameters in regression models in Stata?

I am looking for a way to impose constraints on some of the parameters in a regression model in Stata. More specifically, it is a FE panel data model estimated with xtreg. I have searched the documentation and the web but with no luck so far.

Is there a way to constrain one or two parameters in the model to a specific value or range?

Upvotes: 1

Views: 5933

Answers (1)

Nick Cox
Nick Cox

Reputation: 37208

What did your search include? Typing

. search constrain 

in Stata [NB spelling] points up the constraint command and an FAQ at http://www.stata.com/support/faqs/statistics/regression-with-interval-constraints/

Upvotes: 1

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