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Re: st: Unknown number in constraints

From   Maarten buis <>
Subject   Re: st: Unknown number in constraints
Date   Tue, 10 Mar 2009 13:56:42 +0000 (GMT)

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

--- On Tue, 10/3/09, wrote:
> So you mean use -nl to treat all those a system of
> nonlinear equations, don't you?
> I forgot to tell you that what I am donig is seemingly
> unrelated regression (-sureg-). Does it affect the -nl-
> method?

I did not understand that you wanted to estimate a system
of equations. You can't combine -suest- and -nl-, and even
if you could, you could only use it to impose non-linear
constraints within each equation, not across equations.
It might be that somebody has already implemented the model 
you are after, but that is very hard to assertain given the
information you have given us. If nobody has done so, you 
will have to program it yourself using -ml-, and you'll 
definately need the book I recommended earlier.

-- Maarten


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