[Limdep Nlogit List] OLS constraints

Erik Ferguson eferguson at aus.edu
Sat Nov 17 22:40:14 EST 2007


I have a simple theoretical OLS model of the following form:

Y = a + b*x1 + c*x2

According to the theory, the estimated coefficients of this model should 
be constrained as follows:

c = a - b

I have tried to program this model in Limdep in several different ways, 
including the CLS command, but it does not seem to want to cooperate.

Is there a problem in constraining the intercept term?

Please advise. Thanks!

-- 
Erik Ferguson
Urban Planning Graduate Program
School of Architecture and Design
American University of Sharjah
PO Box 26666
Sharjah, UNITED ARAB EMIRATES
eferguson at aus.edu
971 6 515 2878 office
971 6 515 2800 fax
971 50 369 8355 mobile





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