Javier<br><br>If you make the substitutions<br><br>Y3 = Y- X3<br>X13 = X1-X3<br>X23 = X2-X3<br><br>\<br>and run the regression of Y3 on X13, X23 and other variables you get confidence intervals for the coefficients on X1 and X2.  You can then estimate the coeficient on X3 as 1-X1-X2 and can estimate its standard error manually.  Alternatively you could make a second transformation<br>
<br>Y1 = Y - X1<br>X21 = X2 - X1<br>X31 = X3-X1<br><br>and run a similar regression and get the same answers as previously but without any calculations<br><br>Please forgive this notation which is using for coefficients and variables.  I hope that it does not cause confusion<br>
<br>Regards<br><br>John <br><br><div class="gmail_quote">2011/5/30 Javier García <span dir="ltr">&lt;<a href="mailto:javigarcia83@yahoo.es">javigarcia83@yahoo.es</a>&gt;</span><br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">
<table border="0" cellpadding="0" cellspacing="0"><tbody><tr><td style="font:inherit" valign="top"><div>The problem is that I have more than one restriction (and not very easy to implement). Besides, if I have for example X1, X2 and X3 and I want to introduce the restriction X1+X2+X3=1 then, how I can recover the coeffcient/s that doesn&#39;t appear in the restricted model??? I would have to obtain them &quot;manually&quot;...</div>

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<div>Best</div>
<div>Javi</div></td></tr></tbody></table><br>_______________________________________________<br>
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