I assume that you mean a weak inequality (with a strict one there would be
no
guarantee of a maximum). Then, the local maximum occurs either in the
interior (strict equality) or on the boundary (equality). One solves that
by compairing the values in the unconstrained problem and the
equality-constrained problem.
I have not seen statistical references this, but it seems to follow from
logic.
-----Original Message-----
From: Henrik Andersson [mailto:[email protected]]
Sent: Tuesday, July 16, 2002 4:30 PM
To: [email protected]
Subject: st: parameter restrictions
Hi,
are there any possibilities to put restrictions on parameters in
regressions (in my case nonlinear), for example >0 and <0.5? (I cannot find
anything on the subject in the "manuals".)
Thanks
Henrik Andersson
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