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st: Constrained MLE


From   "Theodore Papageorgiou" <t2aix@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Constrained MLE
Date   Sun, 29 Feb 2004 13:03:56 -0500

I need to constraint 3 variables in my MLE:
ml model lf theo (theta: r = r2 r3 r4, noconst) /sigma /sigmae /p0 /p1 /p2

such that p0+p1+p2=1, and that p0,p1 and p2 are all probabilities between 0 and 1.

Thanks for your help,
Theodore

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