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st: SUR regression with constraints


From   Sami Haile <samex_zegr8@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: SUR regression with constraints
Date   Tue, 13 Jul 2010 00:38:18 -0700 (PDT)

I wanted to estimate a Farm production cost model using the SUR regression.
For eg.
seed_cost = wheat + barley......Xn
Fertilizer cost= wheat + barley......Xn
.
.
Machinery = wheat + barley + livestock.....Xn
.
.
.
Subsidies=-wheat+(-barley)+ (-livestock....-Xn
Net value added= wheat + barley + livestock.....Xn

In this case I wanted to put a constraint that all the coefficients for Xi  in each equation summed up to 1. For instance the coeficient of wheat in Seed, fertilizer....Machinery....Subsidy, netvalue added.equations should sum up to 1. the same for other independet variables. I appreciate if somebody help me here in creating the constrains in SUR regression.
Regards,
Sami



      

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