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st: Non-linear panel model estimation in Stata


From   Yuliya Romanenko <romanenko.yulja@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Non-linear panel model estimation in Stata
Date   Fri, 3 May 2013 10:52:03 +0200

Dear Stata users,

I am looking for a way in Stata to estimate a nonlinear panel model of
the following form (dependent variable is modeled as a ratio of two
linear functions):

 Y[it] = ( a0 + a1*X1[it) + a2*X2[i] + a3*X3[it] ) / ( b0 + b1*X4[it]
) + Eta_i + Theta_t + Eps[it].

Here Y is a dependent (non normal) variable; Eta_i, Theta_t are
individual and time effects respectively; X1, ..., X4 are independent
variables, some of which are time invariant, some are 0/1 dummies. Is
there any standard way to estimate this in Stata? Can I use -nl- to
account for panel structure?

I would very much appreciate any help.

Regards,
Yuliya Romanenko
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