Dear all

Does anyone know how to implement a minimum distance estimator in Stata? I have the parameters and the var/cov matrix from an unrestricted model and would like to estimate the following function:

Br = argmin(Br - Bu)*IM*(Br - Bu) subject to fi(xi, Br) >= 0

with IM the inverse of the var/cov matrix, Bu the Betas from the unrestricted model, Br the Betas from the restricted model and fi the derivative of the dependent variable with respect to each of the regressors (this is a translog production function, hence this derivatives do not correspond to the first order coefficient of the corresponding regressor but depends also on the crossed-effects, but that is not really relevant). How can I to do this in Stata? Please lend me a hand. This is the last thing I need to finish and publish the first article of my phd.

I posted on the Stata forum but haven’t got a response yet and this really urges me.

Please.

Thank you all,  Juan