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Re: st: Nonlinear Panel in Parameters


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Nonlinear Panel in Parameters
Date   Sun, 26 Jun 2011 16:49:57 -0400

Your model will be estimable using -gmm- with panel/xt-style
instruments. It will probably be a lot of repetitive code that you
need to write macros for, though.

(Angry statalister's comment: frankly, you need to learn how to post
effective statalist questions, which is what Nick Cox wrote about some
two or three days ago. Your initial post was nearly uninformative, as
"nonlinear" is a vague term; what Maarten responded to was an often
taken stance that a non-linear model is anything that assumes a
non-linear link function, which is what -gllamm- is about.)

On Sun, Jun 26, 2011 at 2:21 PM, hossein hosseini
<hosseini.jebelli@gmail.com> wrote:
> Thank you for your answer, Maarten. I'm afraid I can't find the proper command.
>
> My model is linear in it's variables, It is just nonlinear in the parameters.
> Indeed my model is a production function which contains a stream of
> the whole past investments:
>
> y(it)=(alpha)*L(it)+(beta)*[(gama^t)*I(it)+(gama^(t-1))*I(it-1)+...]+...
>
> i:different industries
> t: year
>
> So how can I estimate this model with xtreg command?



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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