Re: st: coefficients constraint in nlsur and nl does not work

[渡邉真理子 <mariko.wt@gmail.com>]

Brian and Vince,

Thank you for all.
Following Brian's last suggestion, I got what I wanted. Thank you again!!

Mariko

2010/11/19 Vince Wiggins, StataCorp <vwiggins@stata.com>:
> Mariko <mariko.wt@gmail.com> has written that -nlsur- does not do what
> he wants when he specifies the same linear combination twice.  Using a
> simple but silly example,
>
>    . nlsur (y = {xb: x1 x2} + {xb: x1 x2})
>
> estimates 4 parameters rather than the 2 Mariko wants.  We agree with
> Mariko. Estimating 2 parameters is much more useful in this case.  We
> will change this behavior in a future update.
>
> In the interim, Mariko can follow Brian Poi's <brian@poiholdings.com>
> final suggestion and explicitly enter the second expression using the
> parameter names that the first linear combination creates, e.g.,
>
>    . nlsur (y = {xb: x1 x2} + {xb_x1}*x1 + {xb_x2}*x2)
>
> Or, he can dispense with linear combinations altogether and name his
> two parameters whatever he wishes.
>
>    . nlsur (y = {b1}*x1 + {b2}*x2 + {b1}*x1 + {b2}*x2)
>
> I believe the reason that Mariko is the first to encounter this
> misfeature is because it does not occur if the linear combinations
> occur strictly in two different equations.  For example,
>
>    . nlsur (y1 = {xb: x1 x2})
>            (y2 = {xb: x1 x2})
>
> estimates just two parameters.
>
>
> -- Vince
>   vwiggins@stata.com
>
>
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