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| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Adding up constraints in a nonlinear system of share equations |
| Date | Thu, 24 Feb 2011 10:16:42 +0000 |
I don't know anything about the literature here. But -dirifit- from SSC is directed at modelling a set of variables, all proportions and all adding to 1. You should be able to tell quickly if it is any use to you. Nick On Thu, Feb 24, 2011 at 4:28 AM, Alex Olssen <Alex.Olssen@motu.org.nz> wrote: > Thanks Brian, > > I will follow up those links. > > I am aware the shares SUM to one because of the restrictions. My question is whether or not the individual shares are constrained to the [0,1] interval. I.e., could I get some shares to be zero or others to be one. I think your recommended articles may well solve this problem because it is essentially a corner solution problem and I guess in demand share estimation the corner solution expenditure share = 1 is never really a problem. > > Thanks a lot, you have been very helpful these last two days. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/