 # Setting bounds on parameters in nlsys

Hi,

I use command "nlsys" to match some moments in my project. I wonder if I can set the bound for the guesses of parameters. I know that option is available in "optmat" with  command "name.bounds={0.5 1}. Is there a similar command in "nlsys"?

Thank you!

Laura

0

Bounds on parameters can be placed using a math transformation. To constrain a parameter to be between a and b, use a logit transformation. First write a proc

```proc logit(p,a,b);

local y;
y = (b - a) / (1 + exp(-p)) + a;
retp(y);
endp;
```

This will constrain p to be between b and a, i.e., if p = -inf, y = a, and if p = + inf, y = b;

Imbed logit(x,a,b) wherever that parameter shows up in your equation. For example, suppose you have a parameter list, p[1:3].

```p*x^2 + logit(p,0,1)*x + p = 0;
```

This will constrain the parameter p to be between zero and one. 0

Also, your parameter estimate is the result of the call to logit(p,a,b);  Thus

```p2hat = logit(p,0,1);
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