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Re: st: Nonlinear constraints in -ml- programming


From   Gordon Hughes <G.A.Hughes@ed.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Nonlinear constraints in -ml- programming
Date   Sun, 17 Feb 2013 11:52:09 +0000

As you have stated the problem, you should rewrite the model so that it specified in terms of the parameters: beta, gamma, eta_j and lambda where lambda is the constant ratio of delta_j/eta_j and then use -nl- for non-linear least squares. It is always best to substitute out constraints if you can do that.

However, I suspect that you might have something else in mind. Do you really want to test whether the ratios delta_j/eta_j are constant over j? In that case, your question is not really about constraints but about testing a set of non-linear hypotheses and you need to consider -testnl- or other test procedures.

Gordon Hughes
g.a.hughes@ed.ac.uk
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