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re: st: forcing non-negative parameters in OLS
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
re: st: forcing non-negative parameters in OLS
Date
Sat, 21 May 2011 15:17:54 -0400
<>
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?
findit inequality constraints
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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