Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Nonlinear constraints in -ml- programming

From   Gordon Hughes <>
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
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index