Hi,
I'm trying to estimate a maximum likelihood model with inequality
restrictions. Basically, I want to constrain a certain linear
combination of a few of the parameters to be positive. (or negative.)
Eg: Suppose the model is
Y = a + bx + cy + dz + e
& I want to restrict: a + b >= 0.
I found this:
http://www.stata.com/support/faqs/stat/intconst.html
in which a procedure to restrict one parameter as positive is
described, but all they appear to be doing is using exp(b) when they
want to restrict b > 0. Seems to me like that's just a non-linear
model rather than restricting the parameter. Or am I missing
something? Is there a better way to do this?
I am using ml so that I can run likelihood ratio tests, but if anyone
knows a method in Stata that does not involve ml, I'd be happy to
know.
Thanks in advance,
Wafa.
--
"So be it."
--Kurt Vonnegut
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