Can mata impose inequality constraints when using optimize function

[jimmy chen]

Hello everyone, I am trying to impose an inequality constraint on optimize function. Because I want to for estimate production function and the coefficients of the production function, for example Cobb-Douglas production function, have to be greater than 0 and less than 1, I need to constraint betas[i]>0&betas[i]<1,i=1,2,3. I checked the help documentation of the optimize function and I know how to impose equality constraints by using optimize_init_constraints, but I don't know how to impose an inequality constraint. Can anyone give me some advice on this? Thanks very much.

void GMM_DLW_CD(todo,betas,crit,g,H)
{
    PHI=st_data(.,("phi"))
    PHI_LAG=st_data(.,("phi_lag"))
    Z=st_data(.,("const","m_lag","l_lag","k"))
    X=st_data(.,("const","m","l","k"))
    X_lag=st_data(.,("const","m_lag","l_lag","k_lag"))
    Y=st_data(.,("q"))
    C=st_data(.,("const"))

    OMEGA=PHI-X*betas'
    OMEGA_lag=PHI_LAG-X_lag*betas'
    OMEGA_lag_pol=(C,OMEGA_lag)
    g_b = invsym(OMEGA_lag_pol'OMEGA_lag_pol)*OMEGA_lag_pol'OMEGA
    XI=OMEGA-OMEGA_lag_pol*g_b
    crit=(Z'XI)'(Z'XI)
}

[Maarten Buis]

The general tricks are discussed here: https://www.stata.com/support/faqs/s...l-constraints/

[jimmy chen]

The general tricks are discussed here: https://www.stata.com/support/faqs/s...l-constraints/

Hi Maarten, Transformation does work in some situations, Thank you!