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st: Constraint nl estimation

From   "Vladimir Vakhitov" <>
Subject   st: Constraint nl estimation
Date   Mon, 3 Mar 2008 19:12:50 -0500

Dear Stata users,

I run a nl estimation on the function a part of which is
(gX1+(1-g)X2). Naturally I would like to constraint g to the interval
(0,1), not including the boundaries. It looks like there is no
"constraint" function for nl procedure. Any ideas?

Thank you.
Volodymyr Vakhitov
U. of KY and Kyiv School of Econ.
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