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st: question about nl (nonlinear) estimation with panel data


From   "Ed Levitas" <levitas@uwm.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: question about nl (nonlinear) estimation with panel data
Date   Tue, 30 Oct 2007 11:19:17 -0500

Statalisters,

 

Using a panel dataset, I would like to estimate a model of the following
form:

 

Log (DV(it)) = log(intercept(t) + log(IV(it)) + Error(it)

 

Where

IV refers to an independent var
DV refers to a dependent variable 
i is the cross sectional unit
t is the longitudinal unit.
(some may recognize this a similar to the typical tobin's q model).

 

Can I use the NL procedure in stata to efficiently estimate this
utilizing panel data?

With (conditional?) fixed effects, random effects, or a Kmenta-type
model?

 

Thanks in advance

 

Ed

 

****************************************

Edward Levitas, PhD

Associate Professor

Sheldon B. Lubar School of Business 

University of Wisconsin-Milwaukee

3202 N. Maryland Ave.

Milwaukee, WI  53211

ph: (414) 229-6825

fx: (414) 229-6957

****************************************
Edward Levitas, PhD
Associate Professor
Sheldon B. Lubar School of Business 
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI  53211
ph: (414) 229-6825
fx: (414) 229-6957

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