least square dummy variable with restrictions
Posted: Mon Feb 01, 2010 8:40 pm
Hi all,
I understand that Eviews cannot set restricts on coefficients, but I would like to construct a least square dummy variable model, LSDV that includes the intercept and all dummies and then imposing a restriction on the model.
My equation is as follows:
atr = constant + lgdpf + irf + vrf + dum_na + dum_sa + dum_us
I understand I need to restrict coefficients of my 3 dummy variables to be equal to zero.
Can someone help, as to how I can run this regression, without being in the dummy variable trap? much thanks!
I've attached my file.
I understand that Eviews cannot set restricts on coefficients, but I would like to construct a least square dummy variable model, LSDV that includes the intercept and all dummies and then imposing a restriction on the model.
My equation is as follows:
atr = constant + lgdpf + irf + vrf + dum_na + dum_sa + dum_us
I understand I need to restrict coefficients of my 3 dummy variables to be equal to zero.
Can someone help, as to how I can run this regression, without being in the dummy variable trap? much thanks!
I've attached my file.