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st: RE: nonlinear regression using GMM


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: nonlinear regression using GMM
Date   Wed, 2 Jan 2013 08:30:59 -0600

Usman -I assume what you have written is the right-hand side of E(Y|DP, lr1, etc.) where Y is your dependent variable. If so, this looks linear to me if you re-parameterize as follows:
 

E(Y'|lr1, DP, etc.) = A0*w1*DP + A1*DP*lr1 + A2*DP*w2 + A3*DP*w3 + A4*DP*y1 + A5*DP*y2 + A6*DP*y3

where Y' = Y - lr1 and where A0 = {a0}*{a1}, A1 = {a0}, A2 = {a0}*{a2},  etc.


Thus, you have a an equation that is linear in 7 parameters (A0, A1, .., A6)



Al Feiveson



From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Usman Gilani
Sent: Wednesday, January 02, 2013 5:39 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: nonlinear regression using GMM

Dear members,
I have a panel data (unbalanced) and want to run a nonlinear regression using GMM.
my nonlinear equation looks like as follow
({a0}*{a1}*w1*DP+(1-{a0}*DP)*lr1+{a0}*{a2}*DP*w2+{a0}*{a3}*DP*w3+{a0}*{a4}*DP*y1+{a0}*{a5}*DP*y2+{a0}*{a6}*DP*y3)
 can i do this in STATA 12. I'm new to stata. It would be great if anybody help me doing this analysis. 

thanks 

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