--- Guido Tiemann <[email protected]> wrote:
> I am somewhat lost regarding the estimation of a constrained clogit
> model in Stata 10. The specification is very simple like, for
> instance:
>
> clogit dep indep_a indep_b, group(id)
>
> So far not problem at all, but I would like to impose two
> constraints:
>
> 1. The coefficients on indep_a and indep_b should add up to unity.
> (So, the model I am really interested in would be something like
> pr(choice_i = j) = beta1*ut1 + (1-beta1)*ut2.)
> 2. The coefficnent(s) should also fall into the inverval from 0 to 1.
You cannot estimate a model with constraint 2 with -clogit-, you will
have to create your own program where you maximize your own likelihood
function which implements this constraint.
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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