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st: forcing non-negative parameters in OLS
From
"ali hashemi" <[email protected]>
To
<[email protected]>
Subject
st: forcing non-negative parameters in OLS
Date
Sat, 21 May 2011 14:28:15 -0400
Dear list members,
I would like to estimate a constrained OLS in which the estimated parameters
should be positive and also add up to one. I tried to define two constraints
and estimate the model using cnsreg. Unfortunately it seems that the
constraint command doesn't accept inequality constraints. Any idea how can
I solve this problem?
Your help is very much appreciated
Best,
Ali
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