I have a question again, and I hope someone can help me on this.
I am running a non-linear regression:
nl (diff_diff = {alpha}*X1MX1SQDIVX3 + {beta}*X2SQMX2DIVX3 +
({alpha}-{beta})*X1X2DIVX3), noconstant variables(X1MX1SQDIVX3
X2SQMX2DIVX3 X1X2DIVX3)
(don't bother with the strange variable names, they make sense to me).
As you can see, I have two parameters "alpha" and "beta". I would like
to limit both to a range from 0 to 1. I tried to use constraints(1-4)
with these pre-commands:
constraint define 1 X1MX1SQDIVX3 >= 0
constraint define 2 X2SQMX2DIVX3 >= 0
constraint define 3 X1MX1SQDIVX3 <= 1
constraint define 4 X2SQMX2DIVX3 <= 1
Unfortunately, constraints() seems not to work with -nl-?
Is there any other way to to do the constraints with -nl-?
If not, is it correct (and the best way) that I should set up the
Maximum-likelihood estimation behind the -nl- command by hand and use
the constraints then?
Thanks in advance to whoever can help me on this one.
Daniel Schneider
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