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st: Imposing Parameter Restriction


From   Hyeok Jeong <[email protected]>
To   [email protected]
Subject   st: Imposing Parameter Restriction
Date   Thu, 05 Aug 2004 15:03:15 -0700

Dear Statalisters:

I am trying to estimate a nonlinear model using "nl" and this is my first
time of doing it. Let's say the model is written as "y= f(l;a,b)," where a
and b are the parameters to be estimated. The model restricts the parameter
space such that "0 < a < 1" and "b <1".
Without imposing any restrictions, it turns out that estimates from "nl"
method violate these restrictions.

I am just guessing there should be some obvious ways of imposing
restrictions on parameter space, which I cannot find.
Could anyone help me on how I can put these restrictions on parameter space,
using "nl" (nonlinear least square) or using any nonlinear estimation method
in stata in general?

Best

Hyeok

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