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!