--- Val�rie Orozco:
> I also want to impose nonlinear constraints and I don't find
> any way to do it.
The only way to impose non-linear constraints in Stata is to
write your own -ml- program in which the constraint is hard
coded. An example of such a program can be found in the appendix
of (Hauser and Andrew 2006), though it has some bad programming
style, especially doing some intermediate calculations by
creating a variable that is a float and not a double. These
models tend to have a pretty hard time converging, and appear to
be particularly sensitive to loss of precision in intermediate
calculations.
When estimating a similar model I've achieved convergence by
obtaining starting values using EM, or doing an EM with some
steps full likelihood to give the algorithm a ``jolt'' in the
right direction. I still intend to clean up that code, write a
helpfile and submit it to ssc, but my dissertation takes
precedence now...
Hope this helps,
Maarten
Robert M. Hauser and Megan Andrew (2006) ``Another look at the
stratification of educational transitions: the logistic response
model with partial proportionality constraints''. Sociological
Methodology, vol. 36, pp. 1-26.
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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