The RATS Software Forum

Dear Tom,

Thank you again for your prompt reply to my inquiry. Following your instruction, I have obtained the output that looks good and makes sense. As you expect, the estimated constrainted coefficients are approximately equal. I very appreciate for your kind helps.

Best, Wen-I

Dear Tom, Thank you for your prompt reply to my inquiry. I retry again by modifying the constraints using "==" rather than "=" in "nonlin(parmset=constraint)" for example, b11==d11==f11==h11. The output is more weird in that the constraint coefficients are not equal. Mo...

Dear Tom, I try to use "nlsystem" to estimate a system of linear equations with equality constraints using "nonlin." Although the results show that the constrainted coefficients are all equal as expected, std error, t-stat, and significance are zeros for all constrainted coeffici...