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st: inequality constraints for regression models


From   "Stephan Brunow" <Stephan.Brunow@mailbox.tu-dresden.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: inequality constraints for regression models
Date   Thu, 6 Apr 2006 14:36:49 +0200

Dear all,

we want to estimate a regression model (Zellners SUR model) with some
restrictions on parameters and equal explanatory variables. Especially we
want to say that the parameters have to be between 0 and 1. 
At the moment we wrote

Constraint define 1 [eq1]variable1>=0 & [eq1]variable1<=1
Sureg (yvar1-yvar3 = variable1), cons(1)

The error message we get is

'not possible with test  r(131)'

What did we wrong? Finally, it turns out that the question is: How to write
the constraint?!

Thank you in advance,

Stephan


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