Hi, all,
I am using biprobit to estimate a bivariate probit model with some
nonlinear constraints on parameters. I have two questions:
1. The iterations go fine with the "fitting comparison model" stage. But
when the procedure goes to the "Fitting full model" stage, it says
"Constraints invalid: not possible with test". Is that I have to specify
linear constraints instead of nonlinear ones?
2. I also have to add some constraints on the rho, correlation between two
equations. How do I write the "rho" explicitly when defining the
constraints? Thanks.
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