Imposing Cross equation constraint on SURE model-Syntax error

[nikita dutta]

I have to estimate a SURE model with cross equation constraints which looks as follows:

X= a + b* L.X + c*L.Y
Y = g + (0.2*b)L.X + (2+ 0.2c)*L.Y

constraint define 1[Y]L.X= [X]0.2*L.X
constraint define 2[Y]L.Y= [X]2 + 0.2*L.Y

sureg (X: X = L.X L.Y) (Y: Y = L.X L.Y), constraints(1 2 )

The above code gives r(111) error in constraints .
Could you please tell me what is going wrong here.

Thank you,

[Emad Shehata]

Try to arrange constraints as follows:

constraint define 1 [Y]L.X=0.2*[X]L.X
constraint define 2 [Y]L.Y=2+0.2*[X]L.Y
sureg (X=L.X L.Y) (Y=L.X L.Y) , constraint(1-2)

or

constraint define 1 [Y]L.X -0.2*[X]L.X = 0
constraint define 2 [Y]L.Y -0.2*[X]L.Y = 2
sureg (X=L.X L.Y) (Y=L.X L.Y) , constraint(1-2)

will estimate your model