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st: Constrained multiple regressions


From   tk2130@columbia.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: Constrained multiple regressions
Date   Wed, 23 Feb 2005 07:04:32 -0500


   Dear All,

I have n equations:

 y(1)=alpha(1)+beta(1)*x(1)
 y(2)=alpha(2)+beta(2)*x(2)
 .
 .
 .
 y(n)=alpha(n)+beta(n)*x(n)

  The theory says that beta(1)+beta(2)+...+beta(n)=0 should hold. So
I need to estimate these equations together imposing the above
constraint. According to help the files I must be able to do this
with "sureg" and "constraint" commands. Imposing restrictions on
constants seems fine but when I impose any restriction, like the
one mentioned above, on any set of parameters other then the
constants I get the message "redundant or inconsistent constraint".
What can I be doing wrong? Is there any other way of doing this?
Thank you all beforehand for any help.

   Tumer


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