> 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
>
>
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