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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Constrained linear regression... is not linear? |

Date |
Tue, 7 Dec 2010 08:06:40 +0000 (GMT) |

--- On Tue, 7/12/10, kokootchke wrote: > I am trying to run the following constrained linear > regression: > y = ax + (1-a)z, with a in [0,1] <snip> > What I'm doing is the following: > constraint define 1 x+z = 1 > constraint define 2 x >= 0 > constraint define 3 x <= 1 > cnsreg y x z, c(1-3) Constraints 2 and 3 are not allowed with -cnsreg-. The problem is the fact that you want to constrain the parameter within a certain range, and this is not considered to be linear constraint. If you want to estimate this model you'll have to use either -nl- or -ml- as is discussed here: <http://www.stata.com/support/faqs/stat/intconst.html> Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**Re: st: Constrained linear regression... is not linear?***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: Constrained linear regression... is not linear?***From:*kokootchke <kokootchke@hotmail.com>

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