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RE: st: nl command with restriction


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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. 

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

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 :

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

Rodolfo Coelho Prates wrote:
>
> 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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