RE: st: Nonlinear regression and constraints

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

At 10:43 PM 6/28/2005 -0700, Daniel Schneider wrote:
> That might be possible. Let me clarify what I want to do: I want to find
> the best (i.e. with the lowest SS) parameter values which are between 0
> and 1 (including both), because by definition they can only be between
> those two values.
I wonder what happens to your theory/definitions if both estimated values 
are significantly greater than 1!  (Has a miracle occurred?) But suppose 
they are - can you then just impose the constraint that both parameters 
equal 1?  Maybe there is some cheating here, but if a parameter is out of 
range you could constrain it to be in range.


> >
> > Also, my impression is that -nl- doesn't need the constraints option
> > because constraints can be specified using the -nl- command itself.
>
> Can you tell me how that can be done?
The Stata 9 Reference Manual entry for -nl- has an example on pp. 
297-298.  Simplifying it a bit, the following will cause the effects of the 
3 RHS vars to be equal:

. sysuse auto
. nl (mpg = {b0} + {b1}*price + {b1}*weight + {b1}*displacement)

The reference manual basically says that this can save you some typing over 
doing the same thing in cnsreg. But, I also notice that -nl- gives you an 
R^2 stat, which was the request made in another thread today.

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Richard Williams, Notre Dame Dept of Sociology
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