Re: st: Unknown number in constraints

[jjc.li@utoronto.ca]

Thank you so much! It will be really appreciated if somebody has  
already implemented the model and give me the clue.

My model is translog cost function with three cost share equations.  
There are constraints for homogeneous of degree one in the input prices.

Now I am trying to impose local concavity condition, addidng  
constrains incluing the parameters already appeared in translog cost  
function and unknown numbers, like following


a11= -d11^2+a1-a1^2
a12= -d11d21-a2a1
.................
a33= -d31^2-d32^2-d33^2+a3-a3^2




引用 Maarten buis <maartenbuis@yahoo.co.uk>：

> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
> --- On Tue, 10/3/09, jjc.li@utoronto.ca wrote:
> > So you mean use -nl to treat all those a system of
> > nonlinear equations, don't you?
> >
> > I forgot to tell you that what I am donig is seemingly
> > unrelated regression (-sureg-). Does it affect the -nl-
> > method?
>
> I did not understand that you wanted to estimate a system
> of equations. You can't combine -suest- and -nl-, and even
> if you could, you could only use it to impose non-linear
> constraints within each equation, not across equations.
> It might be that somebody has already implemented the model
> you are after, but that is very hard to assertain given the
> information you have given us. If nobody has done so, you
> will have to program it yourself using -ml-, and you'll
> definately need the book I recommended earlier.
>
> -- Maarten
>
>
>
>
>
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