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RE: st: non-linear constraints panel dynamic estimation


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: non-linear constraints panel dynamic estimation
Date   Mon, 26 Oct 2009 13:42:14 +0000 (GMT)

> -- Gili Greenberg wrote:
> > 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. 
> 
> --- On Mon, 26/10/09, Nick Cox wrote:
> > It does look like a case for -nl- to
> > me. 
> 
> Normally yes, but Gili asked for doing this with panel
> data.

There is one case where -nl- might be the solution, and 
that is when there is only one y for each unit (person/
company/ant/whatever), for example when it is the end
state after some growth process. In that case you don't
have a panel structure in your model, as you just have 
one observation per person, and you can just use -nl-. 

-- Maarten

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

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



      

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