Re: st: nl command with restriction

["E. Paul Wileyto" <epw@mail.med.upenn.edu>]

Rudolfo stated that the parameters are all positive and sum to 1, so the 
values are going to act like proportions, even if you don't think of 
them that way.  We use this approach all the time to put bounds on 
estimates.

Paul

Nick Cox wrote:

> Rodolfo's parameters add to 1. His problem differs from that of various
> responses that are all proportions and thus add to 1. 
> Nick
> n.j.cox@durham.ac.uk 
> 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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>
>   
--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100
Philadelphia, PA  19104-3309

215-746-7147
Fax: 215-746-7140
epw@mail.med.upenn.edu
http://mail.med.upenn.edu/~epw/ 
*
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