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st: I need the code of GMM with linear constraint, Please help me !!!


From   Sawitree Pongkawong <s.pongkawong@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: I need the code of GMM with linear constraint, Please help me !!!
Date   Thu, 26 Apr 2012 19:27:06 +0700

Dear Statalist

I do need the code of GMM with linear constraint, I want some of
estimated parameter add up to one (and parameter have to be greater
than 0 and less than 1). I have been tried hardly to modify the code
prodvide in http://www.stata.com/support/faqs/stat/intconst.html , but
I cannot do it. Please kindly help me ( I have three method moments
and 4 unknows) Basically I will estimate unknown 1, unknown 2,
unknown3 ,please note that unknown 4 = (1 - unknown2 - unknown3),  and
I want to put the constraint that {unknown 1 + unknown2 + (1 -
unknown1 - unknown2) } = 1


I do appreciate your helps


Thanks and Regards,
Sawitree
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