Dear all,
I have a problem defining constraints on parameters for ML estimation. I
manage to implement equality constraints, but no inequality constraints,
such as sigma+AD4-0. The first line in the below example delivers the error
message +ACI-Constraints invalid: not possible with test r(131)+ACI-
constraint define 1 +AFs-sigma+AF0AXw-cons+AD4APQ-0+ADs-
ml model lf myll (b: lw +AD0- schooling experience experience2) (sigma:)+ADs-
ml search+ADs-
ml maximize+ADs-
Can anybody tell me, whether such restraints are possible?
More generally, is it necessary to set a constraint to keep sigma positive,
or will a well behaved ML function alway assure that the estimation result
for sigma is positivie?
Thanks a lot for your help+ACE-
Kind regards,
Thomas
*
* 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/
