LINEST: Stata module: Two-stage linear-constrained estimation

Jeroen Weesie ()
Additional contact information
Jeroen Weesie: Utrecht University

Statistical Software Components from Boston College Department of Economics

Abstract: linest imposed linear constraints on the last estimation results. This two-stage estimator is asymptotically equivalent to the "true" one-stage constrained estimator. An earlier version was published as sg100 in STB 47. The updated version is ported to Stata 6. For those with Stata v6 on an internet-accessible machine, install by typing .net cd http://www.fss.uu.nl/soc/iscore/stata/ then .net install linest

Language: Stata
Requires: Stata version 6.0
Date: 1999-04-14

Downloads: (external link)
http://www.fss.uu.nl/soc/iscore/stata/linest.ado Stata component (text/plain)
http://www.fss.uu.nl/soc/iscore/stata/linest.hlp Stata component (text/plain)
http://www.fss.uu.nl/soc/iscore/stata/matginv.ado Stata component (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().