dear statalist:
i'm having trouble figuring out how to program a non-linear two-equation
model, & i wonder if anybody here could possibly lend a hand.
y1j = a0 + a1*y2j + a2*y2j*xj + u1j
y2j = b0 + b1*zj + b2*xj + u2j
i'm interested in just doing two-stage non-linear least squares, though i
guess i'd have to program it as a two-stage gaussian mle. does anyone
know how to do two-stage estimation in ml -- or a better way to do this?
thank you very much!
chris
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