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st: ML spatial estimation with nonlinear constraints


From   Juan Jung <juanjung@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ML spatial estimation with nonlinear constraints
Date   Tue, 6 Mar 2012 21:33:30 +0100

Dear Stata users:

I am trying to estimate a reduced-form spatial model through Maximul
likelihood, but I need to impose a nonlinear restriction on the
parameters, as I have to recover original parameters. This is the
model to estimate:

yit=μi+β1x1it+β2x2it+θ1x3it+θ2x4it+Π1Wx2it+ Π2Wyit+εit

And these are the restrictions (system overidentified):

β1 = φ+α
β2 = φλ
θ1 = -αγ
θ2 = -αδ
Π1 =γ
Π2 =δ

I need to estimate the model imposing the non linear restriction θ1/Π1
= θ2/Π2  Does somebody knows how can I make the estimation imposing
the restriction?

I will appreciate if anyone can help me.

Regards,

Juan

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