st: Re: Inequality constraint - STATA

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Mon, 26/4/10, Moses Lee wrote to me privately:
> I was reading your thread in the STATA discussion that you posted few
> years ago. I'm wondering if I can followup the thread with you as I'm
> facing the same difficulty as a previous STATA user. 
>
> I'm currently trying to impose inequality for my economic model, where
> it's necessary for my parameters to have values >0.
> However, I'm currently using the cnsreg code, but I'm unable to impose
> an inequality constraint regression to ensure parametric output to be
> positive.
>
> I'm wondering if you have any solutions or methods to indirectly impose
> inequality constraints in my model? On the STATA thread, you mentioned
> about using ln(variance) as an indirect route. However, I'm quite
> uncertain on how to carry this using the cnsreg (linear) regression.
> Hence if you have any suggestions, I would really appreciate your help.

First of all, regarding the sending of messages to me privately, see:
<http://www.stata.com/support/faqs/res/statalist.html#private>

There is a pretty complete answer to your question here:
<http://www.stata.com/support/faqs/stat/intconst.html>

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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