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Re: st: question about nl (nonlinear) estimation with paneldata


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question about nl (nonlinear) estimation with paneldata
Date   Tue, 30 Oct 2007 15:55:25 -0400

I don't think you need a nonlinear procedure. Just take the natural logarithms of your dependent and independent variables, and estimate the model as a linear model in those logged variables. David Greenberg, Sociology Department, New York University

----- Original Message -----
From: Ed Levitas <levitas@uwm.edu>
Date: Tuesday, October 30, 2007 12:22 pm
Subject: st: question about nl (nonlinear) estimation with panel data
To: statalist@hsphsun2.harvard.edu


> 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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