Dear all,
I would like to estimate regression model
y_t = a1*x1_t + a2*x2_t + ... ak*xk_t + e_t
with the following constraints:
a1>=0
a2>=0
...
ak>=0
a1 + a2 + ... + ak = 1
I tried to use -cnsreg- and -nl- but somehow did not manage estimate the model.
Any help would be highly appreciated.
Kind regards,
Daniel
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A-03-03-E
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