-- Gili Greenberg wrote:
> I am looking to estimate an equation such as the following:
>
> y=beta*[x0+delta*x1+delta^2*x2+delta^3*x3+...+delta^10*x10]+gama*
> [z0+delta*z1+delta^2*z2+...+delta^10*z10]
>
> using panel data.
--- On Mon, 26/10/09, Nick Cox wrote:
> It does look like a case for -nl- to
> me.
Normally yes, but Gili asked for doing this with panel data.
I have two comments: First I am guessing that x# are the
same variable measured at different time points and the same
to be true for z#. In that case you can make your problem
probably easier by turning your data into long format
(see -help reshape-). Second, problems of this type are
usually solved using some form of logarithmic transformation
of variables. This will however influence your assumptions
concerning the error structure, which may be particularly
relevant in a panel study context like yours.
-- Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
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