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st: RE: nl command with restriction


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: nl command with restriction
Date   Mon, 11 Feb 2008 12:14:37 -0000

Only by using a parameterisation that ensures that your parameters obey
these rules. On the face of fit, the second rulw is easier than the
first. 

On the first, the model is a pretty lousy fit if any parameter has the
wrong sign. These models, as I understand it, don't have that many
parameters and are of relatively simple functional form. 

Nick 
n.j.cox@durhma.ac.uk 

Rodolfo Coelho Prates


I estimated a Cobb-Douglas function with additive error (nl command),
the
coeficients are negative and the sum are larger than one, in some cases.

I need that the coeficients are larger than zero and the sum of the
coeficients are equal to one. How can I estimate the function with
restriction in Stata?

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