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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Nonlinear constraints in -ml- programming |
| Date | Sat, 16 Feb 2013 15:34:20 +0100 |
On Sat, Feb 16, 2013 at 1:17 PM, Muyang Zhang wrote: > I wish to estimate a SUR model with nonlinear constraints. The model is like: > y_1=x_1 beta_1+d_j delta_j (j=1..N) > y_2=z_1 gamma_1 +d_j eta_j (j=1...N) > and I require delta_j/eta_j is constant over all j's, so this is not a > linear constraint. > How can I add nonlinear constraints in -ml- programming? That is discussed here: http://www.stata.com/support/faqs/statistics/regression-with-interval-constraints/ However, I suspect that your model contains way too many parameters to lead to a stable fit. Hope this helps, Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/