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Constrained Regression in Stata

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Constrained Regression in Stata

Meg22
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Hi!

I need to do a constrained regression in stata-I need all the beta coefficents to be positive and 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 be positive, sum to 1 and there to be a constant.

I got the summing to 1 bit I think:
constraint define 1 bills + it + lt + cor + lcvalue + lcgrowth + medcap + smallcap + noncanbonds + us + jap = 1
cnsreg  Rrf bills it lt cor lcvalue lcgrowth medcap smallcap noncanbonds us jap, constraint(1)

But I cant add the positive coefficents but

Can anyone help me with this? Im relatively new to Stata and cant figure this out at all!!

Thanks a lot!
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