[Limdep Nlogit List] OLS constraints

Erik Ferguson eferguson at aus.edu
Sun Nov 18 21:10:14 EST 2007


I need to learn the program anyway - so the text editor it is for me!

I have tested the model on two data sets, and the theoretical model 
produced better results both time...

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



William Greene wrote:
> ----- Original Message -----
> From: "Erik Ferguson" <eferguson at aus.edu>
> To: "Limdep and Nlogit Mailing List" <limdep at limdep.itls.usyd.edu.au>
> Sent: Saturday, November 17, 2007 6:40:14 AM (GMT-0500) Auto-Detected
> Subject: [Limdep Nlogit List] OLS constraints
> 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!
>   




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