# Re: st: nl command with restriction

 From "E. Paul Wileyto" To statalist@hsphsun2.harvard.edu Subject Re: st: nl command with restriction Date Mon, 11 Feb 2008 07:36:19 -0500

It might be easiest to incorporate a transform into the equation you are estimating. -nl- will expect coefficients that range from minus to plus infinity. You could get everything you want by transforming as a multinomial logistic probability.

suppose you want to estimate A, B, and C which add to 1. -nl- variable b0.. ranges - to + inf.
replace the parameters in your equation with :

A=exp(b0)/(1+exp(b0)+exp(b1))
B=exp(b1)/(1+exp(b0)+exp(b1)
C=1/(1+exp(b0)+exp(b1))

Paul

Rodolfo Coelho Prates wrote:

Dear all!

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?

Thanks,

Rodolfo

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--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
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