Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: constrainted regression


From   "Li Chuntao" <chtl@econ.hku.hk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: constrainted regression
Date   Wed, 11 Feb 2004 19:58:20 +0800

Hi, Listers,

  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

I am afraid that stata's cnsreg do not permit the four non-negative
constraints, can you please kindly help me out?

thanks

Li Chuntao

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index