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st: estimate a constraint regression


From   =?gb2312?B?wrPKv86w?= <lusw@gefund.com.cn>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: estimate a constraint regression
Date   Wed, 11 Feb 2004 17:31:15 +0800





> A simple question for you but which have made me totally lost!
>   I want to estimate a constraint regression with explained variable y and 4 regressors x1 x2 x3 and x4. 
>   the model is as following:
>  
>    y = b0+b1*x1+b2*x2+b3*x3+b4*x4+u
> 
> the constraints are the following:
> 1) b1+b2+b3+b4=1
> 2) b1>=0
> 3) b2>=0
> 4) b3>=0
> 5) b4>=0
> 
> 

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