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


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: question about nl (nonlinear) estimation with panel data
Date   Tue, 30 Oct 2007 14:30:36 -0700

I'm not sure about this answer.  If the issue is to fit a model to the
log of the variables, the answer is correct. If the desire is to fit a
model to the log of the expected value of the dependent variable, then
one could use the glm procedure.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of David
Greenberg
Sent: Tuesday, October 30, 2007 12:55 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: question about nl (nonlinear) estimation with panel
data

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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