In mle estimation, we can constrain the permissible space for the
parameters under estimation like this:
mle logl = check ? p*ln(ax) - lngamma(p) - ln(x) - ax : NA
series ax = alpha*x
scalar check = (alpha>0) && (p>0)
params alpha p
end mle
Do we use the same syntax when using nls, non-linear least-squares?
The general difference in syntax that I can see, is that in mle we
define directly the function that is to be maximized, while in nls we
define the regression function... so maybe the syntax for the constraint
should be different?
--
Alecos Papadopoulos
PhD Candidate
Athens University of Economics and Business, Greece
School of Economic Sciences
Department of Economics
https://alecospapadopoulos.wordpress.com/