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st: forcing non-negative parameters in OLS


From   "ali hashemi" <hashemi@vt.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: forcing non-negative parameters in OLS
Date   Sat, 21 May 2011 14:28:15 -0400

Dear list members,

I would like to estimate a constrained OLS in which the estimated parameters
should be positive and also add up to one. I tried to define two constraints
and estimate the model using cnsreg. Unfortunately it seems that the
constraint command doesn't accept inequality constraints.  Any idea how can
I solve this problem? 

Your help is very much appreciated
Best,
Ali


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