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

Re: st: Inequality constraints in single and multi-equation models


From   Rose Medeiros <[email protected]>
To   [email protected]
Subject   Re: st: Inequality constraints in single and multi-equation models
Date   Sat, 24 Dec 2005 08:57:16 -0500

Michael.
In general, Stata does not accept the form "0 < lnpl < 1" I believe you are getting the error message "0 not found" because Stata does not expect a numeric value in that position. Instead you probably want something of the form:
define constraint 7 lnpl < 0 & lnpl < 1
or
define constraint 7 lnpl < 0
define constraint 8 lnpl < 1
HTH,
Rose

Marcello Pagano wrote:


Posted for Michael :

Hello all,

In the process of estimating an econometric cost function and associated
share equations (using Stata 8.0), I have tried to estimate an equation
with constraints that three of the parameters sum to one. While these
constraints held when estimating a single equation for the cost function
with the -cnsreg- command, the estimates of the parameters (input
shares) took on values less than zero and greater than one, which are
not possible in practice.

To compensate, I tried defining additional constraints that the three
parameters take on values between zero and one, using syntax such as: define constraint 7 0 < lnpl < 1.
I tried this twice, receiving error messages, "0 not found" and then "<
not found". I interpreted this as meaning either the syntax was
incorrect or this type of constraint simply cannot be estimated using
Stata. I hope I am wrong.

Any suggestions or clarifications as to 1) Whether such constraints can
be used in estimation with Stata and 2) if so, how they can be
incorporated into an estimation process using -sureg- or, failing that,
-cnsreg-, would be greatly appreciated.

--Michael Iacono


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


--
Rose Anne Medeiros
Department of Sociology / Family Research Laboratory
University of New Hampshire
126 Horton Social Science Center
20 College Road
Durham, NH 03824
U.S.A.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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