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st: RE: constrainted regression
Constraints in Stata can only be linear. Hence
1) qualifies but none of the others. If the data
won't satisfy 2) 3) 4) 5) without forcing, then
I guess that you need other software (outside
Stata) for this problem, or that you need to
write your own Stata program.
> 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?
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