Search found 2 matches
- Mon Oct 20, 2008 1:31 am
- Forum: Estimation
- Topic: OLS Regression with restraints on coeffcients
- Replies: 2
- Views: 10596
- Sun Oct 19, 2008 7:34 am
- Forum: Estimation
- Topic: OLS Regression with restraints on coeffcients
- Replies: 2
- Views: 10596
OLS Regression with restraints on coeffcients
Hi, I have a problem with Eviews to which I can't seem to find the answer in the help files. I have the following OLS equation set up: eq1.ls Y = c(1) + c(2)*A + c(3)*B + c(4)*D + c(5)*E + c(6)*F Now I want to run this regression on my data, however with a constraint that c(2)+c(4)+c(5)+c(6) = 1. Ho...