Wednesday, December 14, 2011

Tips - Stata: How do I fit a linear regression with interval (inequality) constraints in Stata?

Source: Stata FAQs by Isabel Canette

If you need to fit a linear model with linear constraints, you can use the Stata command cnsreg. If you need to fit a nonlinear model with interval constraints, you can use the -ml- command, as explained at http://www.stata.com/support/faqs/stat/intconst.html. However, if you have a linear regression, the simplest way to include these kinds of constraints is by using the -nl- command.
 

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