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st: Nonlinear constraints in -ml- programming


From   Muyang Zhang <zmyfudan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Nonlinear constraints in -ml- programming
Date   Sat, 16 Feb 2013 20:17:01 +0800

Dear Statalists,

I wish to estimate a SUR model with nonlinear constraints. The model is like:
y_1=x_1 beta_1+d_j delta_j (j=1..N)
y_2=z_1 gamma_1 +d_j eta_j (j=1...N)
and I require delta_j/eta_j is constant over all j's, so this is not a
linear constraint.
How can I add nonlinear constraints in -ml- programming?

-- 
Muyang Zhang
Ph. D. Candidate
China Center for Economic Research
Peking University
Beijing, 100871
China.
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