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Re: st: Nonlinear Constrained Estimation and "makecns"

From   Maarten buis <>
Subject   Re: st: Nonlinear Constrained Estimation and "makecns"
Date   Sun, 27 Apr 2008 19:54:23 +0100 (BST)

--- Francesco Mariotti <> 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:

Hope this helps,

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

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