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Re: st: nl command with restriction


From   "E. Paul Wileyto" <epw@mail.med.upenn.edu>
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
3535 Market Street, Suite 4100
Philadelphia, PA 19104-3309

215-746-7147
Fax: 215-746-7140
epw@mail.med.upenn.edu
http://mail.med.upenn.edu/~epw/
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