proc reg restriction

[deleted_user]

Hi,

I am new to using SAS, I am trying to run a multi dummy variable regression model as in Heston and Rouwenhorst model. the formula is as follow:

proc reg ;
weight World_MV_TM1;
model return = I0530 I0570 I0580 I1350 I1730 I1750 I1770 I2350 I2710 I2720
I2730 I2750 I2770 I2790 I3350 I3530 I3570 I3720 I3740 I3760 I3780 I4530
I4570 I5330 I5370 I5550 I5750 I6530 I6570 I7530 I7570 I8350 I8530 I8570
I8630 I8670 I8770 I8980 I8990 I9530 I9570 C1 C2 C3 C4 C5 C6 C7 C8 C9 C10
C11 C12 C13 C14 C15 C16 C17 C18 C19 C20 C21 C22 C23 C24 C25 C26 C27 C28
C29 C30 C31 C32 C33 C34 C35 C36 C37 C38 C39 C40 C41 C42 C43 C44 C45 C46;

restrict I0530 + I0570 + I0580 + I1350 + I1730 + I1750 + I1770 + I2350 + I2710 +
I2720 + I2730 + I2750 + I2770 + I2790 + I3350 + I3530 + I3570 + I3720 + I3740 +
I3760 + I3780 + I4530 + I4570 + I5330 + I5370 + I5550 + I5750 + I6530 + I6570 +
I7530 + I7570 + I8350 + I8530 + I8570 + I8630 + I8670 + I8770 + I8980 + I8990 +
I9530 + I9570 = 0;
restrict C1 + C2 + C3 + C4 + C5 + C6 + C7 + C8 + C9 + C10 + C11 + C12 + C13 +
C14 + C15 + C16 + C17 + C18 + C19 + C20 + C21 + C22 + C23 + C24 + C25 + C26 + C27 +
C28 + C29 + C30 + C31 + C32 + C33 + C34 + C35 + C36 + C37 + C38 + C39 + C40 + C41 +
C42 + C43 + C44 + C45 + C46 = 0;

However, the restriction in the Heston and Rouwenhorst require that the sum of (Weight x C[number]) = 0 and sum of (Weight x I[number]) = 0. It seems that I can't put C1*Weight in the restriction due to syntax error. The weight is another variable, which is different from the one used to run WLS. I was wondering if there is any way that i can do this restricition.

Thank you