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st: AW: unequal constraints


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: unequal constraints
Date   Wed, 14 Jul 2010 11:42:53 +0200

<> 



Try http://www.stata.com/support/faqs/stat/intconst.html




HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Sirak
Gesendet: Mittwoch, 14. Juli 2010 11:40
An: statalist@hsphsun2.harvard.edu
Betreff: st: unequal constraints

Hello all stata list memebers,
In estimating an econometric cost function and associated share
equations (using Stata 10.1), I have tried to estimate an equation
with constraints that three of the parameters sum to one. While these
constraints held when estimating the equations for the cost function
with the -sureg- command, the estimates of the parameters (input
shares) took on values less than zero and greater than one, which are
not possible in practice.

I tried to define inequality constraints like this.

eg. constraint 1 _b[y3x1] = 1 - _b[y2:x1] - _b[y1:x1],
    sureg (y1 x1 x2 x3)    ///
      (y2 x1 x2)              ///
      (y3 x1 x2), constraints (1)         ///
the constraint 1 _b[y3x1] = 1 - _b[y2:x1] - _b[y1:x1], this is to get
the sum of input shares is equal to one.
What about if I want to make constraints for the coefficients to be
greater than one. In other ways how do I make inequality constraints
in regeression???
I appreciate your help.
Sirak

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