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?
thanks
Li Chuntao
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