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st: Imposing Parameter Restriction
I am trying to estimate a nonlinear model using "nl" and this is my first
time of doing it. Let's say the model is written as "y= f(l;a,b)," where a
and b are the parameters to be estimated. The model restricts the parameter
space such that "0 < a < 1" and "b <1".
Without imposing any restrictions, it turns out that estimates from "nl"
method violate these restrictions.
I am just guessing there should be some obvious ways of imposing
restrictions on parameter space, which I cannot find.
Could anyone help me on how I can put these restrictions on parameter space,
using "nl" (nonlinear least square) or using any nonlinear estimation method
in stata in general?
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