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Re: st: Constrained optimization in mata
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Re: st: Constrained optimization in mata
Date
Thu, 20 May 2010 15:09:56 -0400 (EDT)
While I have never used it, I think you can add in a line using:
optimize_init_constraints(S,Cp)
as described in the mata manual (page 658). Here, Cp is a matrix
with rows=number of constraints, and columns=parameters+1. The
+1 is for the constant value at the end of each constraint. As your
constraint is b1=0 with two parameters, I think Cp=(1,0,0) should
do it.
Matt Baker
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