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st: NL2SLS

From   Henrik Andersson <>
Subject   st: NL2SLS
Date   Wed, 27 Aug 2003 15:32:36 +0200


I would like to estimate a nonlinear 2SLS modell in STATA. Is this possible? I have not found anything on NL 2SLS in the manuals or on the "net".

The simultaneous model is defined by


where Z is the matrix of instruments. I would then like to find values of B that minimizes


Can I estimate it in STATA, and if, how?

Best regards

Henrik Andersson

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