I may be missing somethig, but the nesting here seems benign.
You could reparameterise to
Y1t = a + h Y2t + gXt + cZt + et
after which it looks like a standard regression model.
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of
> Metcalfe, Paul
> Sent: 24 July 2003 13:11
> To: '[email protected]'
> Subject: st: nested parameters
>
>
> I would like to estimate a model of the form: Y1t = a +
> h(Y2t - bXt)+cZt+et
> where a, h, b and c are the parameters to estimate and et
> is the error term.
> Is there a way to estimate this in stata?
>
>
>
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