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st: constrainted regression

From   "Li Chuntao" <[email protected]>
To   <[email protected]>
Subject   st: constrainted regression
Date   Wed, 11 Feb 2004 19:58:20 +0800

Hi, Listers,

  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

I am afraid that stata's cnsreg do not permit the four non-negative
constraints, can you please kindly help me out?


Li Chuntao

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