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st: Iteratively re-weighted least squares (IRLS)
I would like to use Stata (9.2 SE) to estimate the following
inherently non-linear function by IRLS:
C = (a + b*X^g)*e,
where e is multiplicatively normal with mean 1 and standard deviation
0.15. I cannot use -nl- to estimate this function because it assumes
that the error term enters additively. One suggestion I have received
is to take logs of both sides:
ln(C) = ln(a+b*X^g) + ln(e).
Is there an alternative way of estimating this equation?
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