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Glenn: Thanks. I believe that's right. I have both symmetry and homogeneity constraints, but I think only the homogeneity constraint is causing the issue. In other words: y1=c0+c1.x1+c2.x2+c3.x3+ u1 y2=c4+c5.x1+c6.x2+c7.x3+u2 y3=c8+c9.x1+c10.x2+c11.x3 +u3 The y's are all market shares, so we can avo...

Did that, no luck.

I am having some difficulty with the following issue: We estimated an AIDS model in STATA, and imposed cross-equation constraints-- i.e., homogeneity and symmetry. We estimated the constrained model using REG3. However, with that and other system estimation options in STATA, it's hard to produce cor...