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Re: st: Inequality constraint with mata -optimize-


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: Inequality constraint with mata -optimize-
Date   Sun, 29 May 2011 17:17:16 -0500

On Sun, May 29, 2011 at 2:42 PM, Dorothy Bridges <[email protected]> wrote:
> I'd like to constrain two parameters to be greater than zero.  I
> understand the Cc syntax for linear equality constraints, but I'm not
> sure how to code Cp'>=C.  Thanks very much in advance for your help.

Describe your problem in more detail, please. Inequality constraints
on parameters make for a rather complicated inference with weird
asymptotic distributions, so you'd be better very much aware that you
are doing the right thing.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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