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st: RE: inequality constraints for regression models

From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: inequality constraints for regression models
Date   Thu, 6 Apr 2006 17:51:50 +0200

-constraint- only excepts equality constraints.

Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Stephan Brunow
Sent: donderdag 6 april 2006 14:37
To: [email protected]
Subject: st: inequality constraints for regression models

we want to estimate a regression model (Zellners SUR model) with some
restrictions on parameters and equal explanatory variables. Especially we
want to say that the parameters have to be between 0 and 1.
At the moment we wrote
Constraint define 1 [eq1]variable1>=0 & [eq1]variable1<=1
Sureg (yvar1-yvar3 = variable1), cons(1)
The error message we get is
'not possible with test - r(131)'
What did we wrong? Finally, it turns out that the question is: How to write
the constraint?!

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