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st: Inequality restrictions in ml

From   "Wafa Hakim Orman" <>
Subject   st: Inequality restrictions in ml
Date   Sat, 6 Oct 2007 00:21:59 -0500


I'm trying to estimate a maximum likelihood model with inequality
restrictions. Basically, I want to constrain a certain linear
combination of a few of the parameters to be positive. (or negative.)

Eg: Suppose the model is

Y = a + bx + cy + dz + e

& I want to restrict: a + b >= 0.

I found this:

in which a procedure to restrict one parameter as positive is
described, but all they appear to be doing is using exp(b) when they
want to restrict b > 0. Seems to me like that's just a non-linear
model rather than restricting the parameter. Or am I missing
something? Is there a better way to do this?

I am using ml so that I can run likelihood ratio tests, but if anyone
knows a method in Stata that does not involve ml, I'd be happy to

Thanks in advance,


"So be it."
                  --Kurt Vonnegut
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