How to impose nonlinear constraint?

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I'm trying to do seemingly unrelated regression with NON-Linear
constraint. But I don't know how to impose the restriction. Can anybody help me out? <br/>Model :  Rt= b0 + b1 rt  + ut<br/>              rt+1=a0 + a1 rt+ vt       (note: t is subscript - time)<br/>constraint    b1= 0.5*(1+a1^3)<br/><br/>Thanks a lot!<br/>

[此贴子已经被作者于2009-4-3 21:22:23编辑过]

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关键词：Constraint constrain Nonlinear nonlinea Nonline anybody impose trying

去查查constraint命令 

help nl

"nl" is for non-linear regression. "constraint "is for linear restriction. They won't work in this case.
But I appreciate the effort.

constraint 是可以非线性约束的

Are you sure? The stata manual says "constraint defines, lists, and drops linear constraints.  "
Actually I tried, but it just didn't work.

看来我记错了。

那只能进行非线性的检验了。

sas是可以做的

I hope stata can do it, 'cuz I'm kind of in the middle of my paper, and I don't feel liking switching software. But thank you though, I'll try something else.

i also got the same problem