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

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

Subject |
re: Re: st: Question on estimation procedure |

Date |
Tue, 13 Nov 2012 02:15:21 +0000 |

<> Elena said Oops, my bad. I omitted to state that d1=0. Would you have any suggestions on how to estimate the non-linear model I illustrated? No, the model Y = c_0 + c_1 X1 + c_2 a^d2 X2 is still underidentified, even with the restriction that removes the alpha^0 term. Consider sysuse auto, clear forv c2 = 0.75(0.05)1.2 { nl (price = {c0} + {c1} * mpg + `c2' * {alpha}^2 * weight) nlcom `c2' * ([alpha]_cons )^2 } As you can see, there is a locus of c2 and alpha values that render the same product (c2 * alpha^2), so the data cannot identify c0, c1, c2, alpha from three data vectors: iota, mpg, weight. 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: Re: st: Question on estimation procedure***From:*Elena Quercioli <elena.liquorice@gmail.com>

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