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I have following problem. I try to run a regresion like this:
y=b0 + b1*w1*x1+b2*w2*x2 +b3*w3*x3+b4*w4*x4
b0=intercept, b1,b2,b3,b4 Regressors w(i) Weights of the Variable X(i). In my problem these w are market values of a country and x are Dummies (if y=stock return is of this country). So because of multicolinearity I have to put 2 constraints:
Is there a solution with cnsreg possible. I tried but i am not so trained and a little bit desperate.
Your help is greatly advanced