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.
What were the exact commands you gave to impose the constraints and run the
models? If we see what you did, perhaps we can figure out if there is an
error in your commands.
