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st: RE: nonlinear regression using GMM

From   "Feiveson, Alan H. (JSC-SK311)" <>
To   "" <>
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: [] On Behalf Of Usman Gilani
Sent: Wednesday, January 02, 2013 5:39 AM
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
 can i do this in STATA 12. I'm new to stata. It would be great if anybody help me doing this analysis. 


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