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st: RE: Constrained MLE


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Constrained MLE
Date   Sun, 29 Feb 2004 18:16:03 -0000

Much hinges on whether when you say "variables" you 
mean "parameters".  

-constraint- is the way to specify linear constraints
on model parameters. 

Constraints on your variables are your concern. With 
three probabilities in three variables, check that the 
sum is 1, and correct otherwise, before entering -ml-. 

Nick 
n.j.cox@durham.ac.uk 

Theodore Papageorgiou
 
> 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.

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