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Re: st: Nonlinear regression and constraints


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Nonlinear regression and constraints
Date   Wed, 29 Jun 2005 00:26:03 -0500

At 09:04 PM 6/28/2005 -0700, Daniel Schneider wrote:
constraint define 1 X1MX1SQDIVX3 >= 0
constraint define 2 X2SQMX2DIVX3 >= 0
constraint define 3 X1MX1SQDIVX3 <= 1
constraint define 4 X2SQMX2DIVX3 <= 1

Unfortunately, constraints() seems not to work with -nl-?

Is there any other way to to do the constraints with -nl-?
Even if -nl- allowed the constraints option, I don't think these would be legal constraints; as far as I know, you can't use something like >=, you can only use =.

Also, my impression is that -nl- doesn't need the constraints option because constraints can be specified using the -nl- command itself.

I'd be curious to know if there is some direct way to specify a range of values for the constraint, like you want; as far as I know, there always has to be some sort of equality statement.

Is there some way to transform the equation, so that, say, you wind up taking the inverse logit of the parameters of the transformed equation to get back to the parameters of the original equation? The inverse logit of any number will always range between 0 and 1. You'll see programs do little tricks like estimate the log of a parameter when the parameter itself needs to be positive.


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