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st: Estimating linear regression model by maximum likelihood
From
Nilam Prasai <[email protected]>
To
[email protected]
Subject
st: Estimating linear regression model by maximum likelihood
Date
Thu, 10 Mar 2011 13:04:29 -0500
Dear Stata Users,
I am trying to estimate a linera regression by maximum likelihood
while imposing the constraints.
I am trying to regress GDP/capita on three independent variables while
imposing the constraint on parameter estimates.
The constraint on my coefficeint estimate/parameter efficient will be
that: non of the coefficient estimate should be negative and the sum
of the coefficients for all the three variable should not be greater
than 1 meaning that they should lie between zero to one while their
sum (sum of three variables) should not be more than 1.
Please help me out how can I do this in Stata.
Nilam Prasai
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