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st: RE: constrainted regression


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: constrainted regression
Date   Wed, 11 Feb 2004 12:52:12 -0000

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. 

Nick 
n.j.cox@durham.ac.uk 

Li Chuntao

>   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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