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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