Dear all: I need to find the B vector that minimises the following non-linear function (B-A)*IM*(B-A) such that a linear restriction (also involving the vector B) is fulfilled. It is not necessary to write the restriction in this post. A is the vector of coefficients from my non-restricted model and IM is the inverse of the var/cov matrix from my non-restricted model.
Is it possible to do this in Mata? I use Stata 15. I haven't found any tutorial nor examples of this. I would appreciate your advice ... Many thanks, Juan