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st: Nonlinear regression and constraints

From   "Daniel Schneider" <[email protected]>
To   <[email protected]>
Subject   st: Nonlinear regression and constraints
Date   Tue, 28 Jun 2005 21:04:32 -0700

I have a question again, and I hope someone can help me on this.

I am running a non-linear regression:

nl (diff_diff = {alpha}*X1MX1SQDIVX3 + {beta}*X2SQMX2DIVX3 +
({alpha}-{beta})*X1X2DIVX3),  noconstant variables(X1MX1SQDIVX3

(don't bother with the strange variable names, they make sense to me).

As you can see, I have two parameters "alpha" and "beta". I would like
to limit both to a range from 0 to 1. I tried to use constraints(1-4)
with these pre-commands:

constraint define 1 X1MX1SQDIVX3 >= 0
constraint define 2 X2SQMX2DIVX3 >= 0
constraint define 3 X1MX1SQDIVX3 <= 1
constraint define 4 X2SQMX2DIVX3 <= 1

Unfortunately, constraints() seems not to work with -nl-?

Is there any other way to to do the constraints with -nl-? 

If not, is it correct (and the best way) that I should set up the
Maximum-likelihood estimation behind the -nl- command by hand and use
the constraints then? 

Thanks in advance to whoever can help me on this one.

Daniel Schneider

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