Constrained Regression in Stata

Meg22Meg22
edited June 2011 in Science & Tech
Hi!

I need to do a constrained regression in stata-I need all the beta coefficents to sum to 1.

I have 11 independent variables so my regression is:
reg Rrf bills it lt cor lcvalue lcgrowth medcap smallcap noncanbonds us jap if fundno ==`i'

I need all the betas to sum to 1 and there to be a constant.
Can anyone help me with this? Im relatively new to Stata and cant figure this out at all!!

Thanks a lot!

Comments

  • shwaipshwaip bluffin' with my muffin Icrontian
    edited June 2011
    No one here uses stata. I'd suggest searching google for "constrained regression in stata" and reading the first link.
  • TushonTushon I'm scared, Coach Alexandria, VA Icrontian
    edited June 2011
    shwaip wrote:
    No one here uses stata. I'd suggest searching google for "constrained regression in stata" and reading the first link.
    Y U ASK TO DO OWN WORK?!?!
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