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From |
Steven Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sun, 14 Nov 2010 09:15:33 -0500 |

-- Herve-

Steve Steven J. Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 On Nov 14, 2010, at 4:15 AM, Herve STOLOWY wrote: 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/ * * 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/

**References**:**st: Inequality constraints in a regression (new question)***From:*"Herve STOLOWY" <stolowy@hec.fr>

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