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st: non linear estimation


From   "Graeml (Dainf)" <graeml@dainf.ct.utfpr.edu.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: non linear estimation
Date   Wed, 23 Nov 2011 10:35:57 -0300

Dear all,

I´m using a substitutable expression programs (Nonlinear leastsquares estimation). The program (below) works very well. However, I would like to use robust option or some else that corrects heteroskedastic in nonlinear estimation. How can I implement it? Best regards,

Rodolfo

program define nlcobPR

           version 9.0

           if "`1'" == "?" {

               global S_1 "a b c"

               global a=0.4

               global b=0.4

               global c=0.2

               global S_2 "Cobb Douglas"

               exit

           }

             replace `1' = $a*((k^$b)*(l^$c)*(t^(1-$b-$c)))

      end

    nl cobPR y if uf=="PR"

    program drop nlcobPR




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