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st: Proportional Independent Variables

From   nick bungy <>
To   <>
Subject   st: Proportional Independent Variables
Date   Wed, 27 Feb 2013 20:40:36 +0000

Dear Statalist,

I have a dependent variable that is continuous 
and a set of 20 independent variables that are percentage based, with 
the condition that the sum of these variables must be 100% across each 
observation. The data is across section only.

I am aware that 
interpretting the coefficients from a general OLS fit will be 
inaccurate. The increase of one of the 20 variables will have to be 
facilitated by a decrease in one or more of the other 19 variables. 

 there an approach to get consistent coefficient estimates of these 
parameters that consider the influence of a proportionate decrease in 
one or more of the other 20 variables? 


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