Re: st: nl command with restriction

["E. Paul Wileyto" <epw@mail.med.upenn.edu>]

It might be easiest to incorporate a transform into the equation you are 
estimating.  -nl- will expect coefficients that range from minus to plus 
infinity.  You could get everything you want by transforming as a 
multinomial logistic probability.

suppose you want to estimate A, B, and C which add to 1.  -nl- variable 
b0.. ranges - to + inf. 
replace the parameters in your equation with :

A=exp(b0)/(1+exp(b0)+exp(b1))
B=exp(b1)/(1+exp(b0)+exp(b1)
C=1/(1+exp(b0)+exp(b1))

Paul


Rodolfo Coelho Prates wrote:

> Dear all!
>
> I estimated a Cobb-Douglas function with additive error (nl command), the
> coeficients are negative and the sum are larger than one, in some cases. 
> I need that the coeficients are larger than zero and the sum of the
> coeficients are equal to one. How can I estimate the function with
> restriction in Stata?
>
> Thanks,
>
> Rodolfo
>
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>   
--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100
Philadelphia, PA  19104-3309

215-746-7147
Fax: 215-746-7140
epw@mail.med.upenn.edu
http://mail.med.upenn.edu/~epw/ 
*
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