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st: Stata command for parameter calculation with least square method?


From   "Tobias Pfaff" <tobiaspfaff@gmx.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Stata command for parameter calculation with least square method?
Date   Thu, 1 Mar 2007 12:02:11 +0100

Hi,

for given data points I want to find out a parameter for a function such
that the function fits best to the data points.
The function would be: f(x)=x^alpha.
The data points are:

x_values	y_values
--------	--------
0,0000	0
0,0156	0,45
0,0313	0,52
0,0625	4,83
0,0938	11,66
0,1250	12,79
0,1875	21,5
0,2188	25,69
0,2344	27,89
0,2500	29,93

I know how I could do that with the least square method and the Excel
solver.
Which Stata command would deliver the same result? Is _reg3_ the appropriate
command? How would the command line look like?

Furthermore, I want to do the same with 2 unknown parameters, e.g. for the
function f(x)=-k*(-x)^alpha. Which command would be appropriate for 2
unknown parameters (here: k and alpha)?

Any comments would be greatly appreciated.

Cheers,
Tobias Pfaff

University of Muenster
Germany

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