Hi,
Estimation of linear (multivariate) regression with equality constrains
on the coefficients is a well known problem (at least for me). What
about if the constrains are inequalities? More specifically:
Y=Xb+e
s.t.
Qb<=q
where Q is a matrix and q is a vector. (for example Y=b0+b1*X1+b2*X2+e
s.t. b1+2*b2>=0 )
How do I solve that? How do I test the constrain? Is there something on
MatLab/STATA/SAS for that?
Thank you,
Arie.
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