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RE: st: Nonlinear regression and constraints

From   Richard Williams <>
Subject   RE: st: Nonlinear regression and constraints
Date   Wed, 29 Jun 2005 01:22:36 -0500

At 10:43 PM 6/28/2005 -0700, Daniel Schneider wrote:
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.
I wonder what happens to your theory/definitions if both estimated values are significantly greater than 1! (Has a miracle occurred?) But suppose they are - can you then just impose the constraint that both parameters equal 1? Maybe there is some cheating here, but if a parameter is out of range you could constrain it to be in range.

> 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?
The Stata 9 Reference Manual entry for -nl- has an example on pp. 297-298. Simplifying it a bit, the following will cause the effects of the 3 RHS vars to be equal:

. sysuse auto
. nl (mpg = {b0} + {b1}*price + {b1}*weight + {b1}*displacement)

The reference manual basically says that this can save you some typing over doing the same thing in cnsreg. But, I also notice that -nl- gives you an R^2 stat, which was the request made in another thread today.

Richard Williams, Notre Dame Dept of Sociology
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