  By combining data from cosmic microwave background (CMB) experiments
(including the recent WMAP third year results), large scale structure (LSS) and
Lyman-alpha forest observations, we constrain the hypothesis of a fourth,
sterile, massive neutrino. For the 3 massless + 1 massive neutrino case we
bound the mass of the sterile neutrino to m_s<0.26eV (0.44eV) at 95% (99.9%)
c.l.. These results exclude at high significance the sterile neutrino
hypothesis as an explanation of the LSND anomaly. We then generalize the
analysis to account for active neutrino masses (which tightens the limit to
m_s<0.23eV 0.42eV) and the possibility that the sterile abundance is not
thermal. In the latter case, the contraints in the (mass, density) plane are
non-trivial. For a mass of >1eV or <0.05eV the cosmological energy density in
sterile neutrinos is always constrained to be omega_nu <0.003 at 95 c.l..
However, for a sterile neutrino mass of ~0.25eV, omega_nu can be as large as
0.01.
