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Re: st: nl command with restriction
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
[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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--
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
[email protected]
http://mail.med.upenn.edu/~epw/
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* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/