system equations from different (sub)samples
Posted: Wed Jul 03, 2013 3:36 am
I am looking to model a system of equations for different subsamples, e.g.
R=c(0)+c(1)*var1+c(2)*var2+u1 in year 1
R=c(3)+c(4)*var1+c(5)*var2+u2 in year 2
etc. etc. for years 3-9
and test/impose interequation restrictions on the values of the coefficients; is there anyway this can be done in a system rather than in an extremely large single equation with a lot of interaction terms?
R=c(0)+c(1)*var1+c(2)*var2+u1 in year 1
R=c(3)+c(4)*var1+c(5)*var2+u2 in year 2
etc. etc. for years 3-9
and test/impose interequation restrictions on the values of the coefficients; is there anyway this can be done in a system rather than in an extremely large single equation with a lot of interaction terms?