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predetermined intercept/coefficients?

Posted: Fri Feb 13, 2009 1:35 pm
by asjp
I'm trying to run an OLS model where one of the data sets in the equation is supposed to be the intercept - or with a coefficient of one..

However no matter what I've tried I can't remember for the life of me if it's possible to set the coefficient for this as one and then run the regression estimation?

Thank you

Re: predetermined intercept/coefficients?

Posted: Fri Feb 13, 2009 1:57 pm
by startz
I'm trying to run an OLS model where one of the data sets in the equation is supposed to be the intercept - or with a coefficient of one..

However no matter what I've tried I can't remember for the life of me if it's possible to set the coefficient for this as one and then run the regression estimation?

Thank you
If you had

Code: Select all

ls y c x1 x2
and knew the coefficient for x1 equaled 1, you could run instead

Code: Select all

ls y-x1 c x2
being sure there is no space in "y-x1"

Re: predetermined intercept/coefficients?

Posted: Fri Feb 13, 2009 2:17 pm
by EViews Glenn
Or put the left-hand-side variable expression in parentheses:

ls (y - x1) c x2