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Re: st: nonlinear constraints


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: nonlinear constraints
Date   Wed, 14 Feb 2007 11:11:19 +0000 (GMT)

--- Valérie Orozco:
> I also want to impose nonlinear constraints and I don't find
> any way to do it.

The only way to impose non-linear constraints in Stata is to 
write your own -ml- program in which the constraint is hard 
coded. An example of such a program can be found in the appendix 
of (Hauser and Andrew 2006), though it has some bad programming 
style, especially doing some intermediate calculations by 
creating a variable that is a float and not a double. These 
models tend to have a pretty hard time converging, and appear to 
be particularly sensitive to loss of precision in intermediate 
calculations. 

When estimating a similar model I've achieved convergence by 
obtaining starting values using EM, or doing an EM with some 
steps full likelihood to give the algorithm a ``jolt'' in the 
right direction. I still intend to clean up that code, write a 
helpfile and submit it to ssc, but my dissertation takes 
precedence now...

Hope this helps,
Maarten

Robert M. Hauser and Megan Andrew (2006) ``Another look at the 
stratification of educational transitions: the logistic response 
model with partial proportionality constraints''. Sociological 
Methodology, vol. 36, pp. 1-26.





-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


	
	
		
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