Re: st: Nonlinear regression and constraints

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 09:04 PM 6/28/2005 -0700, Daniel Schneider wrote:
> 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-?
Even if -nl- allowed the constraints option, I don't think these would be 
legal constraints; as far as I know, you can't use something like >=, you 
can only use =.

Also, my impression is that -nl- doesn't need the constraints option 
because constraints can be specified using the -nl- command itself.

I'd be curious to know if there is some direct way to specify a range of 
values for the constraint, like you want; as far as I know, there always 
has to be some sort of equality statement.

Is there some way to transform the equation, so that, say, you wind up 
taking the inverse logit of the parameters of the transformed equation to 
get back to the parameters of the original equation?  The inverse logit of 
any number will always range between 0 and 1.  You'll see programs do 
little tricks like estimate the log of a parameter when the parameter 
itself needs to be positive.


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Richard Williams, Notre Dame Dept of Sociology
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