Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Nonlinear Constrained Estimation and "makecns"


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Nonlinear Constrained Estimation and "makecns"
Date   Sun, 27 Apr 2008 19:54:23 +0100 (BST)

--- Francesco Mariotti <fm514@york.ac.uk> wrote:
> 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?

That is tough, you probably could do it using -ml- by specifying the
likelihood function that already incorporates that constraint. If you
want to go along this road you will probably want to buy this book:

http://www.stata.com/bookstore/mle.html

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      ___________________________________________________________ 
Yahoo! For Good. Give and get cool things for free, reduce waste and help our planet. Plus find hidden Yahoo! treasure 

http://green.yahoo.com/uk/earth-day/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index