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| From | Richard Williams <richardwilliams.ndu@gmail.com> |
| To | statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Inequality constraint with mata -optimize- |
| Date | Sun, 29 May 2011 19:21:30 -0500 |
At 06:09 PM 5/29/2011, Dorothy Bridges wrote:
Thanks, Stas. I am using ML to estimate a disequilibrium model, in which the likelihood function is set up as in Maddala and Nelson, "Maximum Likelihood Methods for Models of Markets in Disequilibrium," Econometrica, 1974. I simply want to constrain two of the parameters -- variances of the error terms in the demand and supply equations -- to be greater than or equal to zero.
Often this is done by estimating the log of the parameter. See, for example, Stata's -hetprob- program.
------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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/