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st: RE: Nonlinear IV estimation in STATA


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Nonlinear IV estimation in STATA
Date   Fri, 28 Apr 2006 22:55:48 +0100

Elaine, 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Elaine Tan
> Sent: 28 April 2006 02:45
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Nonlinear IV estimation in STATA
> 
> Hi, I would like to estimate a quadratic demand function with 
> endogenous price-sq on the RHS that is instrumented by a few 
> variables. Can someone please help me do nonlinear IV 
> regressions on STATA?

I'm not sure I understand.  It sounds like your model is nonlinear in
variables but linear in parameters.  If so, then you don't need
nonlinear IV.  Standard linear IV will work just fine, so long as you
have instruments for your price-sq term.  But perhaps my description of
the model is incorrect.

--Mark

> Many thanks. Elaine Tan
> 
> 
> 
> 
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