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st: NL2SLS


From   Henrik Andersson <henrik.andersson@tft.lth.se>
To   statalist@hsphsun2.harvard.edu
Subject   st: NL2SLS
Date   Wed, 27 Aug 2003 15:32:36 +0200

Hi,

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

y=f(X,B)+e
X'=Z'A+U

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

(y-f)'Z(Z'Z)^(-1)Z'(y-f)

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

Best regards

Henrik Andersson

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