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Re: st: Nonlinear constraints in -ml- programming


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Nonlinear constraints in -ml- programming
Date   Sat, 16 Feb 2013 15:34:20 +0100

On Sat, Feb 16, 2013 at 1:17 PM, Muyang Zhang wrote:
> 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?

That is discussed here:

http://www.stata.com/support/faqs/statistics/regression-with-interval-constraints/

However, I suspect that your model contains way too many parameters to
lead to a stable fit.

Hope this helps,
Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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