st: an estimation method question

[Xiang Ao <xao@hbs.edu>]

Dear Statalisters,

We are trying to estimate an equation which has some constraints by 
observation.  We are studying founders of firms.  The dependent variable 
is the share of the firm.  We are studying what factors influence the 
shares.  We now have a problem:  for each firm, the shares necessarily 
sum to one.  We were thinking of dropping an observation per firm, but 
it turns out the results are dependent on which observation to drop.  
Any suggestions on estimation methods would be helpful.

Thanks,

Xiang
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