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Named Errors in System

Posted: Wed Jun 24, 2009 8:12 am
by caburdick
Can named errors be used in a system, or are named errors only available when using sspace? If I cannot use named errors in a system, is there another way to restrict the covariance structure of my system of equations?

I have variables w,x,y, and z with z = w+x+y

I need to regress each variable on a common set of regressors. The coefficent restrictions on the system are easy to impose, but I also need to restrict my coviance matrix.