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Re: st: suregub

From   Meredith Herd <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: suregub
Date   Wed, 2 Apr 2014 14:01:05 -0700 (PDT)

Hi Alfonso, Thanks very much for the response. My study is about budget shares for different hospital departments and what determines/affects those shares. So my 5 dependent variables are budget shares for those departments (i.e. ratios of the amount budgeted for y1 (or y2…y5) over the total hospital budget) so hence why I wanted them to add to 1. Then, my independent variables are those that are hypothesized to affect those shares – these are the same regressors across all 5 equations (although I might try an autoregressive model with one time lag). My equations would be (y1 x1 x2 x3 x4 L1.y1) (y2 x1 x2 x3 x4 L1.y2) (y3 x1 x2 x3 x4 L1.y3) (y4 x1 x2 x3 x4 L1.y4) (y5 x1 x2 x3 x4 L1.y5) but where I may decide eventually to omit the lagged autoregressive independent variable. I am not sure how to constrain this system such that the y’s all sum to 1 so any advice would be greatly appreciated. Thanks once again.  Best, Meredith

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