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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 02:18:13 -0500

At 11:49 PM 6/28/2005 -0700, Daniel Schneider wrote:


Without going to much into detail: my parameters are percentages. They
can only range from 0 to 1. There may be a better solution (i.e. a
solution that better fits the data) beyond 1, BUT, as I said, by
definition they cannot be above 1 (or below 0). So the best solution
that is possible has to be between 0 and 1.
My current model gives me values which are both below 0 (I changed the
equation a little bit, corrected a minor error, but that doesn't matter
for the problem).
If the estimated parameters are both below 0 - and 0 is the lowest value allowable - then isn't the simplest way to impose the constraints you want is to just drop those variables from the equation??? (That is the simplest way I know of to constrain effects to be 0.)

I suspect that idea isn't very appealing to you. But, if you are getting "impossible" results, I suspect you've also got some problems with your model specification or your theory or your data. You may want to think some more about your basic approach before worrying too much about nailing the constraints.

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Richard Williams, Notre Dame Dept of Sociology
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