I ran an SUR model in R using systemfit package, but I need to take the summary result and use it for imposing two restrictions:
- the sum of the intercepts of the three equations should be equal to 24.
- the sum of the coefficients of each explanatory variable over all the activities is equal to zero.
How do I run an SUR model with these two restriction?
SUR estimates for 'eq1' (equation 1)
Model Formula: Y1 ~ X1
                    Estimate  Std. Error   t value
(Intercept)       8.12788487  1.22300735   6.64582
X1Rural          -1.03309385  0.38727326  -2.66761
X1chdlessthan6    1.67758437  0.39414610   4.25625
SUR estimates for 'eq2' (equation 2)
Model Formula: Y2 ~ X1
                   Estimate Std. Error  t value             Pr(>|t|)
(Intercept)       0.7163935  0.9913563  0.72264             0.470431
X1Rural          -0.7947226  0.3139194 -2.53161             0.011834
X1chdlessthan6   -0.5248445  0.3194905 -1.64275             0.101419
                    
SUR estimates for 'eq3' (equation 3)
Model Formula: Y3 ~ X1
                   Estimate Std. Error  t value               Pr(>|t|)
(Intercept)      19.9376084  1.5112688 13.19263 < 0.000000000000000222
X1Rural           0.3432570  0.4785531  0.71728             0.47372572
X1chdlessthan6   -1.3580186  0.4870459 -2.78828             0.00561697
                    
I tried linearhypothesis, but I was getting an error saying The hypothesis "Y1_(Intercept)+Y2_(Intercept)+Y3_(Intercept)=24" is not well formed: contains bad coefficient/variable names.