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re: st: forcing non-negative parameters in OLS


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   re: st: forcing non-negative parameters in OLS
Date   Sat, 21 May 2011 15:17:54 -0400

<>
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? 

findit inequality constraints

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html




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