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RE: st: nl command with restriction

From   "Nick Cox" <>
To   <>
Subject   RE: st: nl command with restriction
Date   Mon, 11 Feb 2008 15:10:02 -0000

Rodolfo's parameters add to 1. His problem differs from that of various
responses that are all proportions and thus add to 1. 


E. Paul Wileyto

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 :


Rodolfo Coelho Prates wrote:
> I estimated a Cobb-Douglas function with additive error (nl command),
> coeficients are negative and the sum are larger than one, in some
> 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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