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  • lnsur nonlinear parameter restriction

    I want to estimate a system of equations, imposing that one
    coefficient of the first equation equal the inverse of a coefficient of the
    second equation.

    nlsur (y1 = {b0}+{b1}*x1+{b2}*x2+{b3}*x3+{b4}*x4) (y2 ={d0}+{d1}*x5+{d2}*x6) (y3= {g0}+{g1}*x7)

    and want to impose b1=1/d2. How would you do that? Is the lnsur command the appropriate command for what I'm trying to do?

    Many thanks,

    Jules.

  • #2
    You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

    I'd try replacing b1 with 1/d1 and see if it runs. Alternatively, b1=d1^-1 so you might be able to write it this way. If all else fails, I suspect you can do this with the function evaluator program option in nlsur.

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