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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 > * * 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/ * * 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/

**References**:**RE: st: non-linear constraints panel dynamic estimation***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**RE: st: non-linear constraints panel dynamic estimation***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: non-linear constraints panel dynamic estimation***From:*Austin Nichols <austinnichols@gmail.com>

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