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AW: st: non-linear constraints panel dynamic estimation


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: non-linear constraints panel dynamic estimation
Date   Mon, 26 Oct 2009 14:56:58 +0100

<> 

" and -test- whether the ratio of coef on x1 to the
coef on x0 is the same as the the ratio of coef on x2 to the coef on
x1 etc."


Make that -testnl-?


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Austin Nichols
Gesendet: Montag, 26. Oktober 2009 14:56
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: non-linear constraints panel dynamic estimation

Gili et al.--
You can use -nl- regardless, and the vce(cluster panel) option to
account for correlation of errors within panel--there is nothing in
the model as stated that requires an XT command.  Or you can estimate
the linear model and -test- whether the ratio of coef on x1 to the
coef on x0 is the same as the the ratio of coef on x2 to the coef on
x1 etc. (there are 21 such ratios which should all equal delta).
Estimating the linear model directly also allows comparing the pooled
model with clustered errors to a FE or RE regression using -xtreg- and
such.

On Mon, Oct 26, 2009 at 9:42 AM, Maarten buis <maartenbuis@yahoo.co.uk>
wrote:
>> -- 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
>

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