But it does depend on what you mean precisely by 'using panel data'.
Nick
[email protected]
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:
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.
Quoting Maarten buis <[email protected]>:
> --- 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:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
