Hi all,
I am trying to estimate the parameter delta using the nl command in Stata 15.1, as follows:
nl (depvar=ln(1+sum(var1/(var2^{delta})))), in(delta .05).
The command works fine, but returns a negative value. The problem is, the intuition of the model requires that delta be constrained between 0 and 1. I cannot find a way to constrain the parameter using the nl command. Does anyone have suggestions as to how I could constrain and estimate the parameter?
Note: I have altered the initial value significantly, but continue to get a negative estimate.
Best,
Adam
Related Posts with Constrained Nonlinear Regression
Two way hbarHi everyone, I would like to ask if it is possible to produce the graph below using hbar command. I…
keeping the last observation onlyI have different individuals and want to keep the last observation only. any commands? …
Avoiding Duplicated variables because of calculating MeanDear All, I am a new user to STATA and I was requested to make a regression model for using the ave…
Matching across three groups of a dependent variableMy glucose measure has three groups low glucose, normal glucose levels and high glucose levels. I ha…
SUR Estimation - Equation residualsHi, I need to extract equationwise error terms of components of my SUR estimation. However by using…
Subscribe to:
Post Comments (Atom)
0 Response to Constrained Nonlinear Regression
Post a Comment