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From |
Muyang Zhang <zmyfudan@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Nonlinear constraints in -ml- programming |

Date |
Sun, 17 Feb 2013 10:06:09 +0800 |

Maybe I have used a incorrect notation. I didn't mean to have N dummies with N observations. The number of observations is larger than the number of dummies. The FAQ you shared discussed the way to deal with interval constraints, but my problem is a "proportional constraints" where the coefficient of the 2nd equation over the coefficient of the 1st equation is constant for all dummies. On Sat, Feb 16, 2013 at 10:34 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: > 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 > --------------------------------- > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ -- Muyang Zhang Ph. D. Candidate China Center for Economic Research Peking University Beijing, 100871 China. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Nonlinear constraints in -ml- programming***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: Nonlinear constraints in -ml- programming***From:*Muyang Zhang <zmyfudan@gmail.com>

**Re: st: Nonlinear constraints in -ml- programming***From:*Maarten Buis <maartenlbuis@gmail.com>

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