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st: two-stage non-linear least squares (using ml?)

From   Chris Rohlfs <>
Subject   st: two-stage non-linear least squares (using ml?)
Date   Wed, 26 Mar 2003 12:54:07 -0600 (CST)

dear statalist:

i'm having trouble figuring out how to program a non-linear two-equation
model, & i wonder if anybody here could possibly lend a hand.

	y1j = a0 + a1*y2j + a2*y2j*xj + u1j

	y2j = b0 + b1*zj  + b2*xj + u2j

i'm interested in just doing two-stage non-linear least squares, though i
guess i'd have to program it as a two-stage gaussian mle.  does anyone
know how to do two-stage estimation in ml -- or a better way to do this?

thank you very much!

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