
From  "Elaine Tan" <elaine.tan@econ.hku.hk> 
To  <statalist@hsphsun2.harvard.edu> 
Subject  st: Re: Re: RE: Nonlinear IV estimation in STATA 
Date  Sat, 29 Apr 2006 11:50:45 +0800 
Thanks  the demand function is modelled as:
Q = B(AP)^2
rewritten as: lnQ = lnB + 2 ln(AP) + u
So the function is nonlinear in A. I think I need nonlinear IV regression to estimate A?
(I have modelled the demand function as linear [Q=B(AP)] and loglinear  these estimations were done using ivreg2)
I would like to use Amemiya's leastdistance method (or Jorgensen's estimator), but I don't know how to ask stata to do it.
Any help will be much appreciated, Elaine
 Original Message  From: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, April 29, 2006 5:55 AM
Subject: st: RE: Nonlinear IV estimation in STATA
Elaine,Original Message From: ownerstatalist@hsphsun2.harvard.edu [mailto:ownerstatalist@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 pricesq 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 pricesq term. But perhaps my description of the model is incorrect. MarkMany thanks. Elaine Tan * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
© Copyright 1996–2016 StataCorp LP  Terms of use  Privacy  Contact us  What's new  Site index 