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Thanks for the advice. I have tried this approach but have run into an issue - it produces a standard error which seems very low, considering the coefficient is insignificant. The results show that: beta=0.99; SE=0.087, p-value = 0.74 Since beta has been constrained to below 0.95, the p-value result...

Hello, Could you please assist with the following query. I have estimated a state space and used a probit function to constrain the coefficient c(1) to below 1. I understand that the estimate of c(1) must be transformed in order to back out beta, using the following transformation: beta=(1/(1+exp(c(...