Inequality constraints (interval restrictions) with clogit

[Stefano Pagano]

Hello,

I am trying to estimate a conditional logit model using clogit.

I have to impose different restriction, for example:

utility function: U(ik) = b₁ x₁(ik) + b₂ x₂(ik) + b₃ x₃(ik) + e(ik)

constraints:

• b₁ = 0
• b₂ < 0
• or b₁ < 0 < b₂ < 1

It seems that the second or the third inequality restrictions are not directly built-in STATA. So, how can I implement inequality restrictions for this analysis?

Thanks a lot!

[FernandoRios]

No you cant
I think you will have to implement your own version of clogit (write it from scratch) so you can impose any restrictions you want on the coefficients.
HTH