Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Bounded Inequality Constraints

From   Dmitriy Glumov <>
Subject   st: Bounded Inequality Constraints
Date   Mon, 5 Dec 2011 09:20:31 -0500

Dear Statalist Users,

I need to include inequality constraints into the regression I am
working on. In particular, I would like the coefficients of all the
independent variables to be between 2.5 and 5. To provide you with an
example, suppose I was using an Auto dataset and running the following
simple regression:

regress price mpg weight length

This regression needs to be constrained in such a way so that the
coefficients for mpg, weight, and length all stay bounded between 2.5
and 5 (and disregarded if they are outside this range). I know there
has been a fair amount of discussion in regards to this topic and
Maarten has posted this solution
(, but I wasn't
sure if there's potentially an another, perhaps more appropriate way,
to solve the problem I am dealing with - one that requires bounding
(rather than a one-sided inequality). Moreover, I could not figure out
how to transform the solution that Maarten posted into the one where
both bounds are accounted for. Hence, any help with this would be
greatly appreciated. Thank you for your consideration.

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index