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From |
"Daniel Schneider" <daniel.schneider@stanford.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Nonlinear regression and constraints |

Date |
Tue, 28 Jun 2005 22:43:06 -0700 |

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Richard Williams > Sent: Tuesday, June 28, 2005 10:26 PM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Nonlinear regression and constraints > > > 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 =. That might be possible. Let me clarify what I want to do: I want to find the best (i.e. with the lowest SS) parameter values which are between 0 and 1 (including both), because by definition they can only be between those two values. > > Also, my impression is that -nl- doesn't need the constraints option > because constraints can be specified using the -nl- command itself. Can you tell me how that can be done? > > 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. Perhaps I am wrong thinking here about constraints. Perhaps "range of values" would be a better term, as I explained above. My -nl- commands gives me reasonable results in a statistical sense, but I know that by definition my alpha and beta cannot be larger 1 or smaller than 0. > 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. > That is of course and interesting idea. I'll have to check that and reconsider the whole equation... Daniel * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Nonlinear regression and constraints***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

**References**:**Re: st: Nonlinear regression and constraints***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

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