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st: RE: RE: constraints


From   "Kobes, Deborah" <DKobes@ui.urban.org>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: constraints
Date   Thu, 3 Oct 2002 11:52:11 -0400

thanks -- how do i hard code this in the ml-program? i couldn't find
anything in the FAQs.

-----Original Message-----
From: FEIVESON, ALAN H. (AL) (JSC-SD) (NASA)
[mailto:alan.h.feiveson1@jsc.nasa.gov]
Sent: Thursday, October 03, 2002 11:07 AM
To: 'statalist@hsphsun2.harvard.edu'
Subject: st: RE: constraints


This question has been asked repeatedly (is it a FAQ?). Unfortunately other
than hard coding the constraints in your ml-program, Stata's ml-routine does
not have a capability for incorporating them. I would like to add this as a
desirable capability for Stata 8 (at least for linear constaints, but better
yet for noinlinear ones also).


Al Feiveson

-----Original Message-----
From: Kobes, Deborah [mailto:DKobes@ui.urban.org]
Sent: Thursday, October 03, 2002 9:28 AM
To: 'statalist@hsphsun2.harvard.edu'
Subject: st: constraints


I would like to use the constraints:

constraint define 1 [eq1]pnsdif =
[eq2]pnselig98_hat*[eq1]earndif/[eq2]earn98_hat;
constraint define 2 [eq1]matchdif =
[eq2]pnsmatches98_hat*[eq1]earndif/[eq2]earn98_hat

for a maximum likelihood estimator.  

When I try to do this, I get the error:

Constraints invalid:
not possible with test
r(131);

Is there any way I can set up constraints that define one coefficient in
terms of multiple other coefficients?  It works when I try to define one in
terms of only one other.

I am doing this because the ml model has two equations, each with a
different error term.  I'd like to constrain the coefficients for each part
to be equal to each other, but this has to take into consideration those
error terms.  

Thanks!
Deborah.
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