Allocation models such as consumer demand systems typicall imply a degenerate error structure. The usual approach in estimation is to delete one equation, and to appeal to the results of Barten(1969) or Powell(1969) that parameter estimates are invariant to the equation deleted. However such proofs of invariance are not straightforward. This paper demonstrates that such systems are observationally equivalent to structures common in the simultaneous equations literature, for which invariance is obvious, and hence provides a more transparent demonstration of conditions for invariance