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st: Nonlinear Constrained Estimation and "makecns"


From   "Francesco Mariotti" <fm514@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Nonlinear Constrained Estimation and "makecns"
Date   Sun, 27 Apr 2008 18:59:54 +0100

Hi everyone,
I am estimating a model of simultaneous equations and I have to impose some
nonlinear constraints on the parameters. Here is an example of what I have
to estimate:

Y1=X1*b1+X2*b2+X3*b3
Y2=X1*t1+X2*t2+X3*t3

The nonlinear constraints I want to impose on this model are of this type:
t1/b1=t2/b2

I am estimating the model using 3SLS.

Here is the question: How can I easily impose those constraints? Is there an
easier way than going through the "makecns" programming?? If I have to go
through the programming, how do I specify/create the constraint matrix?

Thanks in advance

Francesco

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