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Re: st: non-linear constraints panel dynamic estimation


From   Gili Greenberg <gili.greenberg@phd.unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: non-linear constraints panel dynamic estimation
Date   Mon, 26 Oct 2009 14:10:40 +0100

Thanks for the reply. Perhaps I didn't explain myself correctly. I am looking to estimate an equation such as the following:

y=beta*[x0+delta*x1+delta^2*x2+delta^3*x3+...+delta^10*x10]+gama*[z0+delta*z1+delta^2*z2+...+delta^10*z10]

using panel data. I do not think that nlcom could solve this problem.

Gili

Quoting Maarten buis <maartenbuis@yahoo.co.uk>:

--- On Mon, 26/10/09, Gili Greenberg wrote:
I would like to perfrom a dynamic panel data regression
estimation of a model with non linear constraints of
coefficients. In particular, the coefficients will be
a multiple of a two parameters, one of which will
remain fixed while the other will rise exponentially
(decay rate).

That doesn't look like a constraint but like a non-linear
combination of paramters. See -help nlcom-.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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