Re: st: Unknown number in constraints

[jjc.li@utoronto.ca]

Thanks Maarten,

So you mean use -nl to treat all those a system of nonlinear  
equations, don't you?

I forgot to tell you that what I am donig is seemingly unrelated  
regression (-sureg-). Does it affect the -nl- method?

For example, there are total 4 functions (1 cost functions together  
with 3 cost share equations), 5 normal constraints and 2 constrains  
with the unknown numbers. Then I can get all the parameters and  
unknown numbers by solving the 11 equations system like following:

    f1(a1,...,an) = 0
    f2(a1,...,an) = 0
    .
    .
    .
    f11(a1,...,an) = 0


Jingjing




引用 Maarten buis <maartenbuis@yahoo.co.uk>：

> --- On Tue, 10/3/09, jjc.li@utoronto.ca <jjc.li@utoronto.ca> wrote:
> > I have to regress the translog cost function with
> > parametric restrictions. One of the restrictions is
> >
> > a11= -d11^2+a1-a1^2
> > a12= -d11d21-a2a1
> > .................
> > a33= -d31^2-d32^2-d33^2+a3-a3^2
> >
> > a11 to a33 are all parameters appeared in the cost function
> > and other constraints, but d11 to d33 are all unknown
> > numbers. So how to define the constrain above in stata?
>
> I see to difficulties here (all solvable, but not easily): First, the
> constraints are non-linear (they include a square term). Second,   
> they contain numbers that apperently need to be estimated (the d-s).  
>  Both problems rule out using the -constraint- command, which would   
> be the easy way of including constraints. What might be possible is   
> to rewrite this model as a nonlinear least squares problem, in which  
>  case you can use -nl- to estimate this model. If that is not   
> possible then you can define your own likelihood function which has   
> these constraints hard coded in. The way to do that in Stata is to   
> use the -ml- command. If you choose to go that way then you will   
> probably need access to this book
> http://www.stata-press.com/books/ml.html
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
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