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st: Constrained ML estimation


From   "Thomas Cornelissen" <thoco@gmx.net>
To   "Statalist" <statalist@hsphsun2.harvard.edu>
Subject   st: Constrained ML estimation
Date   Wed, 5 Nov 2003 11:11:24 +0100

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

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