Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Constrained MLE

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Constrained MLE
Date   Sun, 29 Feb 2004 18:16:03 -0000

Much hinges on whether when you say "variables" you 
mean "parameters".  

-constraint- is the way to specify linear constraints
on model parameters. 

Constraints on your variables are your concern. With 
three probabilities in three variables, check that the 
sum is 1, and correct otherwise, before entering -ml-. 

[email protected] 

Theodore Papageorgiou
> I need to constraint 3 variables in my MLE:
> ml model lf theo (theta: r = r2 r3 r4, noconst) /sigma 
> /sigmae /p0 /p1 /p2
> such that p0+p1+p2=1, and that p0,p1 and p2 are all 
> probabilities between 0 
> and 1.

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index