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Re: st: Unknown number in constraints


From   jjc.li@utoronto.ca
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Unknown number in constraints
Date   Tue, 10 Mar 2009 10:36:37 -0400

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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