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st: Fitting a linear regression where coefficients are bounded proportions


From   Martin Trombetta <martintrombetta@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fitting a linear regression where coefficients are bounded proportions
Date   Tue, 10 Dec 2013 16:50:59 -0200

Hello to all Statalist users

I need to fit a linear regression where coefficients are to be
interpreted as proportions (that is, they must sum to 1), but at the
same time I wish to impose inequality constraints on each of them:
they all should belong to a specific interval (a,b) inside the unit
interval. I know the issue of inequality constraints in linear
regressions has been dealt with before but I cannot seem to find a way
around this specific problem.

Any kind of help will be strongly appreciated. Thanks for your consideration.

-- 
Martin Trombetta
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