Search found 2 matches
- Mon Jan 03, 2011 7:11 am
- Forum: Programming
- Topic: restriction on coefficient for dummy variables in linear OLS
- Replies: 3
- Views: 4947
Re: restriction on coefficient for dummy variables in linear OLS
Thanks startz for your suggestion. Just to confirm by doing so, i would lost the coefficient, B5 from the original equation as it has been substituted by the restricting equation. After the estimation, i would only obtain a constant, B1, B2, B3, B4 and an error term. y = c + B1X1 + B2X2 + B3X3+ B4X4...
- Sun Dec 12, 2010 9:07 am
- Forum: Programming
- Topic: restriction on coefficient for dummy variables in linear OLS
- Replies: 3
- Views: 4947
restriction on coefficient for dummy variables in linear OLS
Hi, I am currently having issue in running a linear OLS by setting the restriction on the coefficient. Appreciate if someone would be able to assist. I using E-view 7 at the moment. Equation: y = c + B1X1 + B2X2 + B3X3+ B4X4 + B5X5 + e X are dummy variable and B is the coefficient for X dummy variab...