Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: NON-LINEAR LEAST SQUARES ESTIMATION


From   <Patrizio.SICARI@oecd.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: NON-LINEAR LEAST SQUARES ESTIMATION
Date   Thu, 6 Sep 2012 08:19:32 +0000

Dear all,

I Hope someone can help me with what follows..

I have the following specification, where UNR, OG and EPL stand for unemployment rate, output gap and employment protection legislation, respectively. My problem is that I would like to impose the two restrictions below for λ2 and λ3. These coefficients should actually be estimated as combination of coefficients pertaining to other RHS variables.

ΔUNR = αL(ΔUNR) + β1*ΔOG + β2*L(ΔOG) + β3*L2(ΔOG) + λ1*EPL_ΔOG + λ2*EPL_L(ΔOG) + λ3*EPL_L2(ΔOG)

With:   λ2 = λ1 * (β2/β1)                and  λ3 = λ1 * (β3/β1)


I have tried with both NL and CNSREG commands, but haven't been able to succeed, as I always end up with an error message. Can anyone give me advice?

Thanks in advance.

Patrizio

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index