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st: an estimation method question


From   Xiang Ao <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: an estimation method question
Date   Tue, 16 Mar 2010 11:39:14 -0400

Dear Statalisters,

We are trying to estimate an equation which has some constraints by observation. We are studying founders of firms. The dependent variable is the share of the firm. We are studying what factors influence the shares. We now have a problem: for each firm, the shares necessarily sum to one. We were thinking of dropping an observation per firm, but it turns out the results are dependent on which observation to drop. Any suggestions on estimation methods would be helpful.

Thanks,

Xiang
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