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st: RE: non linear estimation
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: non linear estimation
Date
Wed, 23 Nov 2011 13:44:33 +0000
You can use whatever -nl- supports, which includes the specification of weights. But -nl- is not -regress- PLUS nonlinearity!
If you want something beyond -nl-, you might need to do much more substantial programming, or approach it differently. This problem is fitting a power function with some constraints and -nl- is not the only way to do it.
Nick
[email protected]
Graeml (Dainf) (a.k.a. Rodolfo)
I´m using a substitutable expression programs (Nonlinear leastsquares
estimation). The program (below) works very well. However, I would like to
use robust option or some else that corrects heteroskedastic in nonlinear
estimation. How can I implement it? Best regards,
program define nlcobPR
version 9.0
if "`1'" == "?" {
global S_1 "a b c"
global a=0.4
global b=0.4
global c=0.2
global S_2 "Cobb Douglas"
exit
}
replace `1' = $a*((k^$b)*(l^$c)*(t^(1-$b-$c)))
end
nl cobPR y if uf=="PR"
program drop nlcobPR
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