[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: non-linear constraints panel dynamic estimation

From   "Nick Cox" <>
To   <>
Subject   RE: st: non-linear constraints panel dynamic estimation
Date   Mon, 26 Oct 2009 13:25:59 -0000

But it does depend on what you mean precisely by 'using panel data'. 


Nick Cox

It does look like a case for -nl- to me. 

Gili Greenberg

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


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

Quoting Maarten buis <>:

> --- 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-.

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index