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st: Constrained multiple regressions

Subject   st: Constrained multiple regressions
Date   Wed, 23 Feb 2005 07:04:32 -0500

   Dear All,

I have n equations:


  The theory says that beta(1)+beta(2)+...+beta(n)=0 should hold. So
I need to estimate these equations together imposing the above
constraint. According to help the files I must be able to do this
with "sureg" and "constraint" commands. Imposing restrictions on
constants seems fine but when I impose any restriction, like the
one mentioned above, on any set of parameters other then the
constants I get the message "redundant or inconsistent constraint".
What can I be doing wrong? Is there any other way of doing this?
Thank you all beforehand for any help.


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