st: constrained parameter in maximum likelihood estimation

["Jun Xu" <mystata@hotmail.com>]

Stata Listers:

I have a programming question using ml command: how to contrain some 
parameter to be estimated within certain range, for example, some 
probabilities [0,1]. One way that I can think of is to do some logit 
transformation like exp(p)/exp(1+exp(p)) and let ml freely estimates p. 
However, it is hard to get its standard error except using the delta method, 
which is not very accurate. Is there way in Stata, I can constrain the value 
of p, while at the same time direct get the asymptotic standard error 
without using any transformation or delta method? Thanks a lot.

Jun Xu
Doctoral Student
Department of Sociology
Indiana University at Bloomington

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