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st: Re: Inequality constraint - STATA

From   Maarten buis <>
To   stata list <>
Subject   st: Re: Inequality constraint - STATA
Date   Mon, 26 Apr 2010 08:09:44 +0000 (GMT)

--- On Mon, 26/4/10, Moses Lee wrote to me privately:
> I was reading your thread in the STATA discussion that you posted few
> years ago. I'm wondering if I can followup the thread with you as I'm
> facing the same difficulty as a previous STATA user. 
> I'm currently trying to impose inequality for my economic model, where
> it's necessary for my parameters to have values >0.
> However, I'm currently using the cnsreg code, but I'm unable to impose
> an inequality constraint regression to ensure parametric output to be
> positive.
> I'm wondering if you have any solutions or methods to indirectly impose
> inequality constraints in my model? On the STATA thread, you mentioned
> about using ln(variance) as an indirect route. However, I'm quite
> uncertain on how to carry this using the cnsreg (linear) regression.
> Hence if you have any suggestions, I would really appreciate your help.

First of all, regarding the sending of messages to me privately, see:

There is a pretty complete answer to your question here:

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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