Rodolfo's parameters add to 1. His problem differs from that of various
responses that are all proportions and thus add to 1.
Nick
[email protected]
E. Paul Wileyto
It might be easiest to incorporate a transform into the equation you are
estimating. -nl- will expect coefficients that range from minus to plus
infinity. You could get everything you want by transforming as a
multinomial logistic probability.
suppose you want to estimate A, B, and C which add to 1. -nl- variable
b0.. ranges - to + inf.
replace the parameters in your equation with :
A=exp(b0)/(1+exp(b0)+exp(b1))
B=exp(b1)/(1+exp(b0)+exp(b1)
C=1/(1+exp(b0)+exp(b1))
Rodolfo Coelho Prates wrote:
>
> I estimated a Cobb-Douglas function with additive error (nl command),
the
> coeficients are negative and the sum are larger than one, in some
cases.
> I need that the coeficients are larger than zero and the sum of the
> coeficients are equal to one. How can I estimate the function with
> restriction in Stata?
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