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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 * * 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/

**References**:**st: unequal constraints***From:*Sirak <sirak22@googlemail.com>

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