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how to regress with the same coefficients for many vairiables
how to regress with the same coefficients for many vairiables

Hi guys, I want to do a regression like the equation showed in the following picture. I have date for 100 cities, and my equation requires two coefficients. One is for city i, and the other for the rest 100-i cities, which are the same. I tried the CNSREG, but it is difficult because I have to constraint 99 variable. The help is highly needed. Thanks!
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how to regress with the same coefficients for many vairiables

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