Dear List,
i'm using stata 13 and i want to constrain my regressions.
First of all i have a two step regressions and i predict the residual of these two regressions. I want to estimate my other regressions with the constrain that the correlate coefficient (rho) of the residuals of my first two step regression, take some values (0, 0.1, 0.2). I don't know how to do this in stata.
Thank's for your help.
Best regards
i'm using stata 13 and i want to constrain my regressions.
First of all i have a two step regressions and i predict the residual of these two regressions. I want to estimate my other regressions with the constrain that the correlate coefficient (rho) of the residuals of my first two step regression, take some values (0, 0.1, 0.2). I don't know how to do this in stata.
Thank's for your help.
Best regards
