NNLS: Stata module to compute non-negative least squares

Giovanni Cerulli

Statistical Software Components from Boston College Department of Economics

Abstract: nnls is a command implementing non-negative least squares (NNLS) in Stata on top of Python using the Python function "nnls()". NNLS is a type of constrained least squares problem where the coefficients are not allowed to become negative. Generally, NNLS provides regularized (or sparse) solution, meaning that only a few parameters of the least squares regression are allowed to be positive and non-zero.

Language: Stata
Requires: Stata version 16 and center from SSC (q.v.)
Keywords: non-negative least squares; python (search for similar items in EconPapers)
Date: 2024-05-06, Revised 2024-05-07
Note: This module should be installed from within Stata by typing "ssc install nlls". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/n/nnls.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nnls_predict.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nnls.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/svmat2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/svmat2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/boston.dta sample data file (application/x-stata)

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