I don't think you need a nonlinear procedure. Just take the natural logarithms of your dependent and independent variables, and estimate the model as a linear model in those logged variables. David Greenberg, Sociology Department, New York University
----- Original Message -----
From: Ed Levitas <[email protected]>
Date: Tuesday, October 30, 2007 12:22 pm
Subject: st: question about nl (nonlinear) estimation with panel data
To: [email protected]
> Statalisters,
>
>
>
> Using a panel dataset, I would like to estimate a model of the following
> form:
>
>
>
> Log (DV(it)) = log(intercept(t) + log(IV(it)) + Error(it)
>
>
>
> Where
>
> IV refers to an independent var
> DV refers to a dependent variable
> i is the cross sectional unit
> t is the longitudinal unit.
> (some may recognize this a similar to the typical tobin's q model).
>
>
>
> Can I use the NL procedure in stata to efficiently estimate this
> utilizing panel data?
>
> With (conditional?) fixed effects, random effects, or a Kmenta-type
> model?
>
>
>
> Thanks in advance
>
>
>
> Ed
>
>
>
> ****************************************
>
> Edward Levitas, PhD
>
> Associate Professor
>
> Sheldon B. Lubar School of Business
>
> University of Wisconsin-Milwaukee
>
> 3202 N. Maryland Ave.
>
> Milwaukee, WI 53211
>
> ph: (414) 229-6825
>
> fx: (414) 229-6957
>
> ****************************************
> Edward Levitas, PhD
> Associate Professor
> Sheldon B. Lubar School of Business
> University of Wisconsin-Milwaukee
> 3202 N. Maryland Ave.
> Milwaukee, WI 53211
> ph: (414) 229-6825
> fx: (414) 229-6957
>
> *
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*
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