st: coefficients constraint in nlsur and nl does not work

[渡邉真理子 <mariko.wt@gmail.com>]

Dear all,

May I ask a question about non linear least square estimations.

I am trying to estimate following NLS with coefficient constraint:
nlsur( y1  =(A)*({bg: $sita_pc}+{mc})/({mc}-{ef: $s_pc2}+{bg:
$sita_pc})) (y2 = {ef: $s_pc2}/({bg: $sita_pc}+{mc}))

I impose constraints on two coefficients bg and ef that are
respectively same across variables and equations, but Stata get back
different coefficients for bg  (bg and bg00000: See results below) ,
ef is constraint as I wrote.  I do not know why Stata get back
bg00000, though I can suspect spefication might have some problem.

I do really appreciate if you give me any suggestion to control this problem.

Thanks!

Mariko

results:
-----------------------------------------------------------------------
             |               Robust
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
/bg_inputs~r |   .0454361   .0889367     0.51   0.609    -.1288766    .2197489
/bg_potent~r |  -.7434855    3.99625    -0.19   0.852    -8.575991     7.08902
/bg_ln_sta~s |   146.6413   .4138047   354.37   0.000     145.8303    147.4524
         /mc |  -1116.209          .        .       .            .           .
/ef_repaid~m |  -15.01241   26.60273    -0.56   0.573     -67.1528    37.12798
/ef_delaye~m |   18.95534    30.0542     0.63   0.528    -39.94982     77.8605
/ef_defaul~m |  -28.34585   49.11871    -0.58   0.564    -124.6167    67.92505
/bg_in~00000 |    .326632   .5400106     0.60   0.545    -.7317693    1.385033
/bg_po~00000 |   4.479409   7.831982     0.57   0.567    -10.87099    19.82981
/bg_ln~00000 |   145.5993   2.556221    56.96   0.000     140.5892    150.6094
------------------------------------------------------------------------------

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