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From |
Christopher Baum <kit.baum@bc.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
re: st: Question on estimation procedure |

Date |
Sat, 10 Nov 2012 23:14:52 +0000 |

<> How do I find the best MLE fit for Y on a^d1 X1 and a^d2 X2 where I wish to estimate the coefficient on each (as well as a constant, say). To be precise, I want to input the data {X1,X2,Y} and parameters d1,d2>0, and have STATA tell me the best fit c_0, c_1, c_2, and geometric base a>0 so that: Y = c_0 + c_1 a^d1 X1 + c_2 a^d2 X2 I should mention also that my theory requires 0<a<1. I do not think this model is identified (even with the restriction that 0<a<1). You have three data vectors: iota, X1, X2, and four parameters: c0, c1, c2, a. Although you have introduced some mild nonlinearities with the given power transformations, I don't think you can identify four parameters from these three data vectors. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Question on estimation procedure***From:*Elena Quercioli <elena.liquorice@gmail.com>

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