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From |
"Bley N'Dede" <ndedecb@tigermail.auburn.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: RE: GMM estimation: restricting parameter estimates |

Date |
Mon, 24 Jun 2013 17:41:01 +0000 |

Dear Statalist, I am trying to estimate a growth model using also gmm estimation. I would like to set the sum of three parameters equal to one. could you please help me in this matter. ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Christopher Baum [kit.baum@bc.edu] Sent: Thursday, June 06, 2013 7:43 AM To: <statalist@hsphsun2.harvard.edu> Subject: Re: st: RE: GMM estimation: restricting parameter estimates On Jun 6, 2013, at 8:33 AM, Mark wrote: > You could try a variation on a trick that is sometimes used in code to restrict the range of parameter values. Instead of estimating a and b you could estimate 1/a and 1/b. Or some other function that prevents Stata (not "STATA" btw) from deciding on exact zeros as solutions. > > For an example of how official Stata code does something similar, have a look at the manual entry for -heckman- and in particular the discussion of how rho is estimated. There is also a useful FAQ that discusses this sort of trickery. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html http://www.crup.com.cn/Item/111779.aspx * * 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/ * * 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/

**References**:**Re: st: RE: GMM estimation: restricting parameter estimates***From:*Christopher Baum <kit.baum@bc.edu>

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