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From |
"FEIVESON, ALAN H. (AL) (JSC-SD) (NASA)" <alan.h.feiveson1@jsc.nasa.gov> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: RE: constraints |

Date |
Thu, 3 Oct 2002 14:41:17 -0500 |

In your example, intead of estimating the six parameters [eq1]pnsdif [eq2]pnselig98_hat [eq1]earndif [eq2]earn98_hat [eq1]matchdif [eq2]pnsmatches98_hat just estimate 4 of them, then solve for the other two terms of those 4 and use them in your expression for the likelihood. For example, put [eq2]pnselig98_hat , [eq1]earndif, [eq2]earn98_hat and [eq1]matchdif directly in your model statement. Then in the .ado program which calulates the likelihood, everywhere you have , `pnsdif', substitute `pnselig98_hat'*`earndif'/`earn98_hat', and so forth. Hope this helps - Al Feiveson -----Original Message----- From: Kobes, Deborah [mailto:DKobes@ui.urban.org] Sent: Thursday, October 03, 2002 10:52 AM To: 'statalist@hsphsun2.harvard.edu' Subject: st: RE: RE: constraints 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. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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