Restricting coefficients to be equal across subsamples

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troelf
Posts: 3
Joined: Thu Jan 28, 2010 9:03 am

Restricting coefficients to be equal across subsamples

Postby troelf » Thu Jan 28, 2010 9:42 am

Hi everybody,
I must say I am relatively new to using Eviews. For my current problem I already spent days looking at books and the help pages.. just don't know how to do it or whether it is possible at all.

What I want to do is multigroup analysis. I need to constrain one or more coefficients of an equation to be equal across subsamples. That probably means this requires to estimate the very same equation on two groups (two subsamples) simultaneously for setting the equality restrictions?

How can this be done precisely? I mean which object should I choose, how can I assign the samples to that equation and impose equality contraints?

Many thanks in advance!
Sebastian

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: Restricting coefficients to be equal across subsamples

Postby EViews Gareth » Wed Feb 03, 2010 11:00 am

Possibly one method is to estimate and equation over both sub-samples, and introduce dummy variables for one of the sub-samples.


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