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st: sureg? ml? system with adding-up constraint


From   "Giovanni Vecchi" <giovanni.vecchi@uniroma2.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: sureg? ml? system with adding-up constraint
Date   Thu, 1 Jun 2006 12:56:08 +0200

Dear statalisters,

i am asking your advice on how to estimate a system of equations in the
presence of an adding-up contraint.
My problem is perhaps similar to that tackled by Poi (2002), SJ, 2(4):
403-410, but I'm not sure how far I can stretch the comparison, 
and would like to avoid shooting at a fly using a cannon.

Here are the details of my problem.

The dependent variables are relative frequencies: pi_1, pi_2, ..., pi_7,
which sum up to one.

I need to estimate the *same* model for each pi_i (i = 1,...7). The model is
linear and simple enough:

pi_i = alpha_i + beta1_i * X1 + ... + betak_i * Xk  (i=1,...,7)

The difficulty is that I want to obtain predicted values that add up to one.

Is there a way of achieving this by using sureg? Do I have to venture into
ml programming?

Any suggestions will be greatly appreciated.


Giovanni

----------------------------------------------------------
Giovanni VECCHI
Dipartimento di Economia e Istituzioni
UniversitÓ di Roma "Tor Vergata"
Via Columbia, 2
00133 Roma
Italy

voice   + 39 06 7259 5730
fax     + 39 06 2020 500
email   giovanni.vecchi@uniroma2.it
webpage http://www.economia.uniroma2.it/vecchi.htm
----------------------------------------------------------
 


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