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From |
jjc.li@utoronto.ca |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Unknown number in constraints |

Date |
Tue, 10 Mar 2009 09:43:45 -0400 |

Thanks Maarten,

f1(a1,...,an) = 0 f2(a1,...,an) = 0 . . . f11(a1,...,an) = 0 Jingjing 引用 Maarten buis <maartenbuis@yahoo.co.uk>：

--- On Tue, 10/3/09, jjc.li@utoronto.ca <jjc.li@utoronto.ca> wrote:I have to regress the translog cost function with parametric restrictions. One of the restrictions is a11= -d11^2+a1-a1^2 a12= -d11d21-a2a1 ................. a33= -d31^2-d32^2-d33^2+a3-a3^2 a11 to a33 are all parameters appeared in the cost function and other constraints, but d11 to d33 are all unknown numbers. So how to define the constrain above in stata?I see to difficulties here (all solvable, but not easily): First, theconstraints are non-linear (they include a square term). Second,they contain numbers that apperently need to be estimated (the d-s).Both problems rule out using the -constraint- command, which wouldbe the easy way of including constraints. What might be possible isto rewrite this model as a nonlinear least squares problem, in whichcase you can use -nl- to estimate this model. If that is notpossible then you can define your own likelihood function which hasthese constraints hard coded in. The way to do that in Stata is touse the -ml- command. If you choose to go that way then you willprobably need access to this bookhttp://www.stata-press.com/books/ml.html Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://home.fsw.vu.nl/m.buis/ ----------------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Unknown number in constraints***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**Re: st: Unknown number in constraints***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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