STATA - Placing a Constraint on a Constant

May 2010
I am running several iterations of a system of related equations. The first is four separate OLS equations estimating:

reg E_share lnp_cap lnp_lab lnp_energy lnp_mat
reg K_share lnp_cap lnp_lab lnp_energy lnp_mat
reg L_share lnp_cap lnp_lab lnp_energy lnp_mat
reg M_share lnp_cap lnp_lab lnp_energy lnp_mat

The second is a SUR regression of three of the four equations (the fourth is implicit):

sureg (eq1: E_share lnp_cap lnp_lab lnp_energy lnp_mat) (eq2: K_share lnp_cap lnp_lab lnp_energy lnp_mat) (eq3: L_share lnp_cap lnp_lab lnp_energy lnp_mat)

Finally, I would like to run a SUR regression as above, but with a constraint that the constants terms for all four equations sum to 1. I'm not sure what the syntax for this constraint is, as the variables I am imposing the constraint on are parameters and not actual variables in my data, and was wondering if someone has an idea of how to proceed. Thanks!
May 2010
This is a wild guess, so sorry if its unhelpful

Make up a new variable x_const with value 1 everywhere. Then run your SUR as before, but add x_const as a depvar to each equation.

Make sure you run with the noconstant option enabled. The constant in the new equations will be the "slope paramter" of the x_const variable.

This means the slope coefficient on the x_const variable will behave in the same way as the intercept term from your old equation. I think You can use constraints on that slope parameter in the 4 equations to get the output you want.

The constraint you want would be something like:
[E_share]x_const + [K_share]x_const +[L_share]x_const+[M_share]x_const = 1

An example of a sureg with constaints is here
Stata 11 help for estimation options
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