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| From | Christopher Baum <kit.baum@bc.edu> |
| To | "<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: RE: GMM estimation: restricting parameter estimates |
| Date | Thu, 6 Jun 2013 07:43:48 +0000 |
On Jun 6, 2013, at 8:33 AM, Mark
wrote:
> You could try a variation on a trick that is sometimes used in code to restrict the range of parameter values. Instead of estimating a and b you could estimate 1/a and 1/b. Or some other function that prevents Stata (not "STATA" btw) from deciding on exact zeros as solutions.
>
> For an example of how official Stata code does something similar, have a look at the manual entry for -heckman- and in particular the discussion of how rho is estimated.
There is also a useful FAQ that discusses this sort of trickery.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
http://www.crup.com.cn/Item/111779.aspx
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