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st: AW: unequal constraints
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: AW: unequal constraints
Date
Wed, 14 Jul 2010 11:42:53 +0200
<>
Try http://www.stata.com/support/faqs/stat/intconst.html
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Sirak
Gesendet: Mittwoch, 14. Juli 2010 11:40
An: [email protected]
Betreff: st: unequal constraints
Hello all stata list memebers,
In estimating an econometric cost function and associated share
equations (using Stata 10.1), I have tried to estimate an equation
with constraints that three of the parameters sum to one. While these
constraints held when estimating the equations for the cost function
with the -sureg- command, the estimates of the parameters (input
shares) took on values less than zero and greater than one, which are
not possible in practice.
I tried to define inequality constraints like this.
eg. constraint 1 _b[y3x1] = 1 - _b[y2:x1] - _b[y1:x1],
sureg (y1 x1 x2 x3) ///
(y2 x1 x2) ///
(y3 x1 x2), constraints (1) ///
the constraint 1 _b[y3x1] = 1 - _b[y2:x1] - _b[y1:x1], this is to get
the sum of input shares is equal to one.
What about if I want to make constraints for the coefficients to be
greater than one. In other ways how do I make inequality constraints
in regeression???
I appreciate your help.
Sirak
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