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
Statistical significance for sigma_u and rho from Stata’s xtprobit commandDear all, I'm estimating a dynamic random effects probit model assuming a first order Markov proces…
Matrix - loop across variablesHi there, I wonder if anybody could help. This might be very obvious to more experienced users so I…
What is wrong with my merge? (data examples are provided)I am merging the following two datasets. But I got 0 matched ((_merge==3) is zero). The code I used …
Help on regexmI have a multiple response variable codes as 00 01 02 03 04 05 06 07 08 09 10 11 12 as string variab…
Creating yearly and monthly panel to get job transition variableI have been working with CPS ASEC and basic monthly sample. My sample is from 1995-2005. I think it…
Subscribe to:
Post Comments (Atom)
0 Response to Constrained Nonlinear Regression
Post a Comment