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st: Seemingly unrelated nonlinear regression

From   "Chiara Seghieri" <[email protected]>
To   <[email protected]>
Subject   st: Seemingly unrelated nonlinear regression
Date   Thu, 30 Oct 2003 12:31:55 +0100


I have this equation

W(i)= a(i) + b(i) log(X/E) + U(i)

where i= good i, i=1,...,13

W(i)= X(i)/X where X=total expenditures X(i)=expenditure for the good i

E=1+n(N-1) where N=# household components, n=parameter to be estkmated
(equal in all the equations)

I was thinking to fit each equations separately with the command nl and then
using the command suest, but unfortunately the nl command does not support
the option "score"

Is there any other way to solve the problem?

Thanks in advance,


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