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Re: st: suregub


From   Alfonso Sanchez-Penalver <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: suregub
Date   Wed, 2 Apr 2014 13:27:29 -0400

Hi Meredith,

I'm a bit confused here. Can you explain the reasoning behind the constraining of the sum of the response (dependent) variables to equal 1? It either does or not at each observation. Normally constraints in a regression are on the coefficients and/or parameters to be estimated, not on the variables themselves. So please can you expand a little on what the study is about and the equations you are using?

Best,

Alfonso Sanchez-Penalver

> On Apr 2, 2014, at 11:43 AM, Meredith Her<[email protected]> wrote:
> 
> I am using Baum's written command -suregub- on an unbalanced panel dataset to estimate 5 regressions where each of my  equations have the same explanatory variables.  In addition, I would like to constrain my equations such that the 5 y dependent variables add up to 1.0.  I have typed -constraint define 1 [y1] + [y2] + [y3] + [y4] [y5] = 1.  But is this the correct syntax?
> 
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