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From |
Elena Quercioli <elena.liquorice@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 13 Nov 2012 11:56:26 -0500 |

Hello, My question was meant to get at STATA (estimation) capabilities and not identifiability; here, in essence, is what I want to know. I want to simultaneously estimate the common base and other coefficients of this geometric function: Y = c_0 + c_1[X_1+a^d2 X_2 + a^d3 X_3] any ideas? Your help is greatly appreciated. Elena Quercioli, Economics Dept., CMU On Mon, Nov 12, 2012 at 9:15 PM, Christopher Baum <kit.baum@bc.edu> wrote: > > <> > > 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/ * * 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:*Nick Cox <njcoxstata@gmail.com>

**References**:**re: Re: st: Question on estimation procedure***From:*Christopher Baum <kit.baum@bc.edu>

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