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st: Multiple Constraints on a Single Parameter


From   Dimitrios Dimitropoulos <dimitri.economics@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Multiple Constraints on a Single Parameter
Date   Sun, 5 May 2013 22:18:17 -0400

I am trying to estimate a 3 equation SUR Model of the form

y1 = a1 + b11*x1 + e
y2 = a2 + b21*x2 + e
y3 = a3 + b31*x2 + e

and I want to define the following set of constraints

b11 = b21 = 1- b31

but I am getting an error.

Specifically, I first tried using the following code

. constraint define 1 x1  = x2 = 1-x3
. sureg (y1 = x1)  (y2 = x2) (y3 = x3), constraint (1)

but that resulted in the error message "redundant or inconsistent
constraints". So I then tried

. constraint define 1 x1  = x2
. constraint define 2 x1  = 1-x3
. sureg (y1 = x1)  (y2 = x2) (y3 = x3), constraint (1 2)

and again I get the same error.

Can anyone help me?
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