Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: constraining gamma 0,1 in GMNL command
From
"Heidi Pitts" <[email protected]>
To
<[email protected]>
Subject
st: constraining gamma 0,1 in GMNL command
Date
Fri, 28 Mar 2014 16:33:57 -0600
Dear Statalist
I have been running the gmnl code written by Dr. Arne Hole and the estimated gamma is negative (gamma= -0.259). Fiebig etal (2010) constrain gamma to take on a value between [0,1], but other papers (Keane and Wasi, 2009) feel that is not necessary. The gmnl code does not constrain the gamma to lie between 0,1. However, I'd like to constrain it for the full GMNL model for comparison. Has anyone tried this before?
I'm wondering if the best way is to write a constraint, using the solution suggested in (http://www.stata.com/support/faqs/statistics/regression-with-interval-constraints/), so that it would appear
constraint 1 [gamma]_cons = 0+1*invlogit(gamma)
Or is it necessary to go into the .ado file?
Any suggestions would be appreciated. Thank you for your consideration.
Best,
Heidi Pitts
Dept. of Economics
University of New Mexico
*
* 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/