Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Herve STOLOWY" <stolowy@hec.fr> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Inequality constraints in a regression (new question) |

Date |
Sun, 14 Nov 2010 10:15:29 +0100 |

Dear All: Last week, I asked a question relating to inequality constraints in a regression. I received several interesting answers who suggested to use -nl- for the constraint: a2 < a4 and to replace a4 by ({a2}+ exp({c}))*g_ca_t Here is the new model. nl (VTA = {a1}*g_t + {a2}*g_ca + {a3}*g_i + ({a2}+ exp({c}))*g_ca_t + {a5}*g_ca_i + {a6}*g_t_i + {a7}*g_ca_t_i), initial(a1 1 a2 1 a3 1 c 1 a5 1 a6 1 a7 1) To recover the value of a4, I use -nlcom-: nlcom a4 : _b[a2:_cons] + exp(_b[c:_cons]) My problem is the following: - in the first nl regression, I get a2 = 2.110647 - in the nlcom command, I get a4 = 2.110647. (I precise that all the elements of the line seem to be identical: same standard error, same t, same p, same confidence interval). I am confused because I thought that this solution would make a4 higher than a2, which is an important constraint to me. Here, a4 = a2. Best regards Hervé Stolowy *********************************************************** Professeur/Professor HEC Paris Departement Comptabilite Controle de gestion / Dept of Accounting and Management Control 1, rue de la Liberation 78351 - Jouy-en-Josas France Tel: +33 1 39 67 94 42 - Fax: +33 1 39 67 70 86 mail: stolowy at hec dot fr web: http://www.hec.fr/stolowy * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Inequality constraints in a regression (new question)***From:*Steven Samuels <sjsamuels@gmail.com>

- Prev by Date:
**Rép. : st: RE: Initial values in -nl-** - Next by Date:
**Re: st: Inequality constraints in a regression (new question)** - Previous by thread:
**Rép. : st: RE: Initial values in -nl-** - Next by thread:
**Re: st: Inequality constraints in a regression (new question)** - Index(es):